+1.5%
CHRW vs IRE
-98.0%
+99.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -33.9% | +29.8% | -4.4% |
| 7D | +0.7% | -57.1% | +57.8% | -0.1% |
| 30D | -5.0% | -84.4% | +79.4% | -6.8% |
| 3M | -16.1% | -85.0% | +68.8% | -17.6% |
| 6M | -22.6% | -95.2% | +72.6% | -22.2% |
| YTD | -19.3% | -93.9% | +74.6% | -19.9% |
| 1Y | -14.9% | -98.8% | +83.9% | -16.9% |
| All | +1.5% | -98.0% | +99.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling