+76.8%
CHRW vs TENB
+22.6%
+54.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +7.3% | -3.3% | +10.5% | +7.6% |
| 30D | -3.6% | +6.9% | -10.5% | -4.4% |
| 3M | -9.6% | +1.8% | -11.4% | -10.4% |
| 6M | -17.0% | +98.1% | -115.1% | -24.3% |
| YTD | -15.4% | +73.2% | -88.6% | -22.1% |
| 1Y | -10.0% | +50.7% | -60.7% | -15.9% |
| 3Y | +82.2% | +9.3% | +72.8% | +74.3% |
| 5Y | +59.4% | -25.1% | +84.5% | +54.5% |
| All | +76.8% | +22.6% | +54.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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