+177.7%
CHRW vs MTB
+172.9%
+4.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | +5.5% | -4.6% | +10.1% | +6.9% |
| 3M | -17.3% | +7.4% | -24.7% | -18.9% |
| 6M | -12.7% | +18.7% | -31.3% | -16.7% |
| YTD | -4.1% | +21.1% | -25.2% | -8.9% |
| 1Y | +21.2% | +24.1% | -2.8% | +14.4% |
| 3Y | +88.9% | +115.3% | -26.4% | +52.6% |
| 5Y | +93.1% | +106.0% | -12.9% | +53.9% |
| All | +177.7% | +172.9% | +4.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MTB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling