+173.9%
CHRW vs TAP
-50.9%
+224.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.7% |
| 7D | +1.9% | -2.3% | +4.3% | +2.5% |
| 30D | +0.9% | -9.4% | +10.3% | +3.3% |
| 3M | -19.9% | -0.8% | -19.1% | -19.9% |
| 6M | -15.8% | -14.7% | -1.1% | -12.8% |
| YTD | -5.6% | -13.9% | +8.4% | -2.9% |
| 1Y | +21.0% | -18.6% | +39.7% | +26.1% |
| 3Y | +86.0% | -32.0% | +118.0% | +101.1% |
| 5Y | +88.6% | -1.0% | +89.6% | +82.1% |
| All | +173.9% | -50.9% | +224.8% | +186.2% |
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