+127.0%
CHRW vs TECH
+204.1%
-77.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -9.4% | +0.5% | -9.9% | -9.5% |
| 3M | -13.3% | +0.9% | -14.1% | -13.4% |
| 6M | -24.2% | +51.0% | -75.2% | -31.4% |
| YTD | -18.9% | +24.4% | -43.2% | -23.9% |
| 1Y | -12.4% | +27.6% | -39.9% | -18.4% |
| 3Y | +72.2% | +29.9% | +42.3% | +54.6% |
| 5Y | +53.4% | -40.6% | +94.0% | +61.6% |
| 10Y | +127.0% | +196.7% | -69.8% | +53.3% |
| All | +127.0% | +204.1% | -77.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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