+3,607.0%
CHRW vs TAP
+290.9%
+3,316.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.3% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -7.3% | +9.1% | -16.4% | -9.2% |
| 3M | -14.2% | -3.8% | -10.4% | -13.7% |
| 6M | -25.1% | -3.4% | -21.6% | -24.8% |
| YTD | -21.2% | -10.6% | -10.5% | -19.9% |
| 1Y | -14.2% | -4.4% | -9.8% | -14.2% |
| 3Y | +63.5% | -24.4% | +87.9% | +70.7% |
| 5Y | +49.6% | +2.1% | +47.5% | +44.8% |
| 10Y | +129.4% | -48.7% | +178.1% | +146.2% |
| All | +3,607.0% | +290.9% | +3,316.1% | +2,691.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling