+93.1%
CHRW vs ITW
+35.1%
+58.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.0% |
| 7D | +4.4% | -2.4% | +6.7% | +5.8% |
| 30D | +5.5% | -9.5% | +15.0% | +11.9% |
| 3M | -17.3% | +6.6% | -23.9% | -20.3% |
| 6M | -12.7% | -1.8% | -10.9% | -11.8% |
| YTD | -4.1% | +9.0% | -13.1% | -9.2% |
| 1Y | +21.2% | +3.6% | +17.7% | +18.0% |
| 3Y | +88.9% | +19.4% | +69.5% | +69.0% |
| 5Y | +93.1% | +36.4% | +56.7% | +55.2% |
| All | +93.1% | +35.1% | +58.0% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling