+63.5%
CHRW vs IT
-51.0%
+114.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.8% |
| 7D | +0.6% | -16.9% | +17.5% | +2.7% |
| 30D | -7.3% | +2.3% | -9.6% | -8.0% |
| 3M | -14.2% | +2.9% | -17.0% | -15.2% |
| 6M | -25.1% | +25.9% | -50.9% | -28.0% |
| YTD | -21.2% | -24.6% | +3.5% | -20.9% |
| 1Y | -14.2% | -16.0% | +1.9% | -15.1% |
| 3Y | +63.5% | -51.6% | +115.1% | +74.5% |
| All | +63.5% | -51.0% | +114.5% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling