+4,266.9%
CHRW vs MTB
+1,080.3%
+3,186.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.4% | +1.7% | -3.1% | -2.0% |
| 30D | -3.5% | -4.2% | +0.7% | -2.0% |
| 3M | -19.4% | +8.9% | -28.3% | -21.8% |
| 6M | -21.4% | +10.9% | -32.2% | -24.2% |
| YTD | -7.1% | +21.5% | -28.6% | -13.2% |
| 1Y | +17.8% | +21.9% | -4.1% | +9.9% |
| 3Y | +78.8% | +109.2% | -30.5% | +35.6% |
| 5Y | +83.5% | +102.0% | -18.4% | +35.6% |
| 10Y | +160.2% | +171.9% | -11.7% | +56.4% |
| All | +4,266.9% | +1,080.3% | +3,186.6% | +1,237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling