+2,914.1%
CHRW vs TKO
+1,439.7%
+1,474.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.9% |
| 7D | +1.9% | +7.2% | -5.2% | +0.8% |
| 30D | +0.9% | +4.7% | -3.8% | +0.1% |
| 3M | -19.9% | -3.2% | -16.7% | -19.7% |
| 6M | -15.8% | -2.9% | -12.9% | -15.9% |
| YTD | -5.6% | -5.8% | +0.2% | -5.1% |
| 1Y | +21.0% | -1.1% | +22.1% | +20.6% |
| 3Y | +86.0% | +111.1% | -25.1% | +61.0% |
| 5Y | +88.6% | +315.6% | -226.9% | +44.1% |
| 10Y | +169.3% | +978.5% | -809.2% | +66.8% |
| All | +2,914.1% | +1,439.7% | +1,474.4% | +1,241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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