+88.4%
CHRW vs ITOT
+74.3%
+14.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.7% |
| 7D | +4.4% | -2.0% | +6.4% | +5.7% |
| 30D | +5.5% | -2.0% | +7.5% | +6.8% |
| 3M | -17.3% | +4.5% | -21.8% | -19.7% |
| 6M | -12.7% | +12.6% | -25.3% | -19.3% |
| YTD | -4.1% | +12.0% | -16.1% | -10.9% |
| 1Y | +21.2% | +17.3% | +4.0% | +9.5% |
| All | +88.4% | +74.3% | +14.1% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling