+86.0%
CHRW vs ITW
+18.4%
+67.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +1.3% |
| 7D | +4.1% | -1.9% | +6.0% | +5.3% |
| 30D | +1.9% | -10.4% | +12.3% | +9.0% |
| 3M | -21.2% | +3.5% | -24.7% | -22.7% |
| 6M | -16.7% | -3.4% | -13.3% | -15.0% |
| YTD | -5.4% | +8.5% | -13.9% | -10.5% |
| 1Y | +21.2% | +3.2% | +17.9% | +17.9% |
| All | +86.0% | +18.4% | +67.6% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling