+48.6%
CHRW vs TECH
-40.1%
+88.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -7.3% | +0.3% | -7.6% | -7.4% |
| 3M | -14.2% | +1.3% | -15.5% | -14.4% |
| 6M | -25.1% | +54.0% | -79.0% | -32.1% |
| YTD | -21.2% | +24.3% | -45.5% | -25.7% |
| 1Y | -14.2% | +25.8% | -40.0% | -19.4% |
| 3Y | +63.5% | +26.0% | +37.6% | +48.9% |
| All | +48.6% | -40.1% | +88.7% | +47.6% |
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 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