+4,266.9%
CHRW vs TAP
+292.6%
+3,974.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | -3.5% | -2.1% | -1.3% | -3.1% |
| 3M | -19.4% | +6.6% | -26.0% | -20.7% |
| 6M | -21.4% | -11.5% | -9.9% | -19.5% |
| YTD | -7.1% | -10.3% | +3.1% | -5.6% |
| 1Y | +17.8% | -14.4% | +32.2% | +20.8% |
| 3Y | +78.8% | -28.3% | +107.1% | +89.0% |
| 5Y | +83.5% | +1.7% | +81.8% | +77.9% |
| 10Y | +160.2% | -49.2% | +209.5% | +180.2% |
| All | +4,266.9% | +292.6% | +3,974.3% | +3,191.5% |
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 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