+88.4%
CHRW vs IT
-51.9%
+140.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.4% | -12.7% | +17.1% | +6.0% |
| 30D | +5.5% | -8.9% | +14.4% | +6.5% |
| 3M | -17.3% | +10.1% | -27.4% | -18.4% |
| 6M | -12.7% | +7.3% | -19.9% | -13.9% |
| YTD | -4.1% | -32.4% | +28.2% | -2.1% |
| 1Y | +21.2% | -26.6% | +47.9% | +22.3% |
| All | +88.4% | -51.9% | +140.3% | +104.5% |
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