+1,101.5%
CHRW vs ITOT
+896.7%
+204.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.5% | 0.0% | -3.5% | -3.5% |
| 3M | -19.4% | +2.0% | -21.3% | -20.9% |
| 6M | -21.4% | +13.0% | -34.4% | -29.2% |
| YTD | -7.1% | +14.0% | -21.1% | -16.8% |
| 1Y | +17.8% | +19.9% | -2.1% | +1.1% |
| 3Y | +78.8% | +75.8% | +3.0% | +9.8% |
| 5Y | +83.5% | +73.8% | +9.7% | +12.1% |
| 10Y | +160.2% | +295.9% | -135.7% | -27.8% |
| All | +1,101.5% | +896.7% | +204.8% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling