+3,607.0%
CHRW vs TECH
+3,755.4%
-148.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.8% |
| 1Y | -14.2% | +25.8% | -40.0% | -19.5% |
| 3Y | +63.5% | +26.0% | +37.6% | +49.4% |
| 5Y | +49.6% | -40.1% | +89.7% | +56.3% |
| 10Y | +129.4% | +210.6% | -81.2% | +64.6% |
| All | +3,607.0% | +3,755.4% | -148.4% | +1,230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling