+178.3%
CHRW vs ITOT
+303.4%
-125.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +3.5% | -0.9% | +4.4% | +4.1% |
| 30D | +4.6% | -1.5% | +6.0% | +5.6% |
| 3M | -19.7% | +3.6% | -23.3% | -21.7% |
| 6M | -12.4% | +13.7% | -26.1% | -19.6% |
| YTD | -3.9% | +12.9% | -16.8% | -11.2% |
| 1Y | +18.4% | +17.2% | +1.2% | +6.7% |
| 3Y | +88.8% | +75.6% | +13.2% | +30.2% |
| 5Y | +93.5% | +75.5% | +18.1% | +32.0% |
| All | +178.3% | +303.4% | -125.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling