+129.9%
CHRW vs TRGP
+822.5%
-692.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +7.3% | +12.4% | -5.1% | +5.8% |
| 30D | -3.6% | +2.6% | -6.2% | -4.0% |
| 3M | -9.6% | +11.9% | -21.4% | -11.0% |
| 6M | -17.0% | +13.9% | -30.9% | -18.6% |
| YTD | -15.4% | +64.2% | -79.6% | -20.8% |
| 1Y | -10.0% | +78.5% | -88.5% | -16.7% |
| 3Y | +82.2% | +272.9% | -190.8% | +53.4% |
| 5Y | +59.4% | +510.7% | -451.4% | +26.6% |
| All | +129.9% | +822.5% | -692.5% | +75.4% |
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