+127.0%
CHRW vs TAP
-49.5%
+176.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +0.2% | -7.8% | +8.0% | +2.2% |
| 30D | -9.4% | +7.1% | -16.5% | -11.1% |
| 3M | -13.3% | -7.0% | -6.2% | -11.9% |
| 6M | -24.2% | -3.8% | -20.4% | -23.8% |
| YTD | -18.9% | -11.7% | -7.2% | -17.2% |
| 1Y | -12.4% | -10.1% | -2.3% | -11.1% |
| 3Y | +72.2% | -23.7% | +95.9% | +80.6% |
| 5Y | +53.4% | +2.9% | +50.5% | +46.6% |
| 10Y | +127.0% | -49.5% | +176.4% | +130.5% |
| All | +127.0% | -49.5% | +176.5% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling