+169.3%
CHRW vs TECH
+178.6%
-9.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | +0.9% | +0.1% | +0.8% | +0.9% |
| 3M | -19.9% | +37.5% | -57.4% | -25.8% |
| 6M | -15.8% | +34.6% | -50.4% | -22.5% |
| YTD | -5.6% | +23.5% | -29.1% | -11.3% |
| 1Y | +21.0% | +34.4% | -13.4% | +10.7% |
| 3Y | +86.0% | +2.3% | +83.8% | +76.6% |
| 5Y | +88.6% | -41.7% | +130.4% | +99.2% |
| 10Y | +169.3% | +177.6% | -8.3% | +80.6% |
| All | +169.3% | +178.6% | -9.4% | +80.6% |
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