+3,856.4%
CHRW vs MTB
+983.6%
+2,872.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -0.1% | -2.0% | +1.9% | +0.7% |
| 30D | -4.3% | +0.1% | -4.4% | -4.3% |
| 3M | -7.4% | -12.1% | +4.7% | -3.1% |
| 6M | -20.7% | +7.3% | -28.0% | -22.7% |
| YTD | -15.9% | +11.5% | -27.4% | -18.9% |
| 1Y | -9.9% | +21.3% | -31.2% | -15.7% |
| 3Y | +79.0% | +104.1% | -25.2% | +37.5% |
| 5Y | +61.3% | +61.8% | -0.5% | +29.6% |
| 10Y | +128.5% | +115.4% | +13.1% | +50.2% |
| All | +3,856.4% | +983.6% | +2,872.8% | +1,148.7% |
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