+3,856.4%
CHRW vs IT
+571.5%
+3,284.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.2% |
| 7D | -0.1% | -6.8% | +6.8% | +1.5% |
| 30D | -4.3% | -0.6% | -3.7% | -4.6% |
| 3M | -7.4% | +3.1% | -10.5% | -8.9% |
| 6M | -20.7% | +25.5% | -46.2% | -26.1% |
| YTD | -15.9% | -23.5% | +7.6% | -13.7% |
| 1Y | -9.9% | -16.6% | +6.8% | -9.4% |
| 3Y | +79.0% | -53.1% | +132.1% | +99.3% |
| 5Y | +61.3% | -41.4% | +102.8% | +68.0% |
| 10Y | +128.5% | +90.9% | +37.6% | +75.3% |
| All | +3,856.4% | +571.5% | +3,284.9% | +1,767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling