+4,266.9%
CHRW vs IT
+548.6%
+3,718.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.1% |
| 7D | -1.4% | -6.0% | +4.6% | -0.1% |
| 30D | -3.5% | 0.0% | -3.5% | -3.7% |
| 3M | -19.4% | +13.1% | -32.5% | -22.4% |
| 6M | -21.4% | +11.7% | -33.1% | -24.5% |
| YTD | -7.1% | -26.1% | +19.0% | -3.3% |
| 1Y | +17.8% | -21.3% | +39.1% | +20.4% |
| 3Y | +78.8% | -46.7% | +125.5% | +94.2% |
| 5Y | +83.5% | -40.5% | +124.0% | +91.6% |
| 10Y | +160.2% | +103.9% | +56.3% | +98.0% |
| All | +4,266.9% | +548.6% | +3,718.3% | +1,992.9% |
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