+88.6%
CHRW vs MTB
+102.5%
-13.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +1.9% | +2.8% | -0.8% | +1.1% |
| 30D | +0.9% | -4.2% | +5.1% | +2.2% |
| 3M | -19.9% | +7.8% | -27.7% | -21.7% |
| 6M | -15.8% | +14.8% | -30.6% | -19.3% |
| YTD | -5.6% | +20.8% | -26.4% | -10.6% |
| 1Y | +21.0% | +23.1% | -2.1% | +13.9% |
| 3Y | +86.0% | +114.8% | -28.8% | +49.8% |
| 5Y | +88.6% | +103.3% | -14.6% | +54.9% |
| All | +88.6% | +102.5% | -13.8% | +54.9% |
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