+93.0%
CHRW vs ITUB
+186.4%
-93.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.5% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +1.9% | +2.6% | -0.7% | +1.6% |
| 3M | -21.2% | +8.4% | -29.6% | -22.2% |
| 6M | -16.7% | -0.5% | -16.1% | -16.9% |
| YTD | -5.4% | +15.3% | -20.6% | -7.1% |
| 1Y | +21.2% | +28.7% | -7.5% | +17.4% |
| 3Y | +86.5% | +118.7% | -32.2% | +69.2% |
| 5Y | +93.0% | +182.7% | -89.6% | +73.1% |
| All | +93.0% | +186.4% | -93.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 5y: compounded portfolio wealth divided by compounded ITUB 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…
5y analysis · Full analysis span regression · 6 months rolling