+128.7%
CHRW vs TRGP
+805.3%
-676.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.3% |
| 7D | -0.1% | +2.4% | -2.4% | -0.3% |
| 30D | -4.3% | +0.8% | -5.1% | -4.5% |
| 3M | -7.4% | +10.4% | -17.8% | -8.7% |
| 6M | -20.7% | +16.3% | -36.9% | -22.5% |
| YTD | -15.9% | +61.1% | -77.0% | -21.1% |
| 1Y | -9.9% | +71.6% | -81.5% | -16.2% |
| 3Y | +79.0% | +267.5% | -188.5% | +51.0% |
| 5Y | +61.3% | +488.1% | -426.8% | +28.7% |
| All | +128.7% | +805.3% | -676.5% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling