+4,350.0%
CHRW vs TEVA
+638.4%
+3,711.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.1% | -1.7% | +5.8% | +4.3% |
| 30D | +1.9% | +2.0% | -0.1% | +1.5% |
| 3M | -21.2% | +7.0% | -28.1% | -22.2% |
| 6M | -16.7% | +17.0% | -33.7% | -19.0% |
| YTD | -5.4% | +18.1% | -23.4% | -8.2% |
| 1Y | +21.2% | +87.2% | -66.1% | +9.1% |
| 3Y | +86.5% | +283.1% | -196.6% | +45.3% |
| 5Y | +93.0% | +298.4% | -205.3% | +45.5% |
| 10Y | +174.5% | -23.4% | +197.9% | +153.3% |
| All | +4,350.0% | +638.4% | +3,711.7% | +2,652.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling