+86.8%
CHRW vs TECH
-42.5%
+129.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | +0.7% | -4.2% | -3.6% |
| 3M | -19.4% | +36.3% | -55.7% | -24.8% |
| 6M | -21.4% | +25.6% | -46.9% | -26.1% |
| YTD | -7.1% | +23.7% | -30.8% | -12.4% |
| 1Y | +17.8% | +37.6% | -19.8% | +7.9% |
| 3Y | +78.8% | -6.6% | +85.4% | +73.7% |
| All | +86.8% | -42.5% | +129.3% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling