+129.9%
CHRW vs ITW
+192.7%
-62.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +7.3% | +2.3% | +4.9% | +6.0% |
| 30D | -3.6% | +6.7% | -10.3% | -6.7% |
| 3M | -9.6% | -0.5% | -9.0% | -9.4% |
| 6M | -17.0% | +16.4% | -33.4% | -23.2% |
| YTD | -15.4% | +19.0% | -34.4% | -22.8% |
| 1Y | -10.0% | +20.2% | -30.2% | -18.4% |
| 3Y | +82.2% | +33.1% | +49.1% | +56.9% |
| 5Y | +59.4% | +35.7% | +23.7% | +34.4% |
| All | +129.9% | +192.7% | -62.7% | +33.4% |
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