-11.1%
CHRW vs TEVA
+106.6%
-117.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +4.9% | +4.7% | +0.2% | +4.3% |
| 30D | -4.8% | +5.5% | -10.3% | -5.5% |
| 3M | -13.1% | +21.6% | -34.7% | -15.2% |
| 6M | -16.3% | +18.4% | -34.7% | -18.4% |
| YTD | -15.8% | +34.1% | -49.9% | -19.4% |
| 1Y | -11.1% | +104.5% | -115.7% | -16.2% |
| All | -11.1% | +106.6% | -117.7% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling