+21.2%
CHRW vs IT
-30.5%
+51.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +4.1% | -9.1% | +13.2% | +5.2% |
| 30D | +1.9% | -12.2% | +14.0% | +3.4% |
| 3M | -21.2% | +7.8% | -29.0% | -21.7% |
| 6M | -16.7% | +2.0% | -18.7% | -17.1% |
| YTD | -5.4% | -32.7% | +27.4% | -6.2% |
| 1Y | +21.2% | -31.1% | +52.3% | +19.5% |
| All | +21.2% | -30.5% | +51.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling