+178.3%
CHRW vs ITW
+194.8%
-16.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +3.5% | -0.7% | +4.2% | +3.8% |
| 30D | +4.6% | -8.3% | +12.9% | +9.3% |
| 3M | -19.7% | +6.0% | -25.7% | -22.1% |
| 6M | -12.4% | 0.0% | -12.4% | -12.4% |
| YTD | -3.9% | +10.2% | -14.1% | -8.7% |
| 1Y | +18.4% | +3.2% | +15.2% | +16.0% |
| 3Y | +88.8% | +21.0% | +67.9% | +70.8% |
| 5Y | +93.5% | +37.9% | +55.6% | +62.9% |
| All | +178.3% | +194.8% | -16.5% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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