+48.6%
CHRW vs TAP
+2.0%
+46.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -7.3% | +9.1% | -16.4% | -9.4% |
| 3M | -14.2% | -3.8% | -10.4% | -13.6% |
| 6M | -25.1% | -3.4% | -21.6% | -24.8% |
| YTD | -21.2% | -10.6% | -10.5% | -20.0% |
| 1Y | -14.2% | -4.4% | -9.8% | -14.6% |
| 3Y | +63.5% | -24.4% | +87.9% | +72.1% |
| All | +48.6% | +2.0% | +46.6% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling