+55.6%
CHRW vs MTB
+65.9%
-10.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -9.4% | +1.4% | -10.8% | -9.7% |
| 3M | -12.6% | -11.6% | -1.1% | -9.1% |
| 6M | -24.2% | +5.4% | -29.6% | -25.4% |
| YTD | -18.9% | +11.7% | -30.6% | -21.4% |
| 1Y | -13.7% | +20.5% | -34.2% | -18.2% |
| 3Y | +72.6% | +104.5% | -31.9% | +40.1% |
| 5Y | +55.6% | +65.1% | -9.5% | +30.2% |
| All | +55.6% | +65.9% | -10.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling