+93.0%
CHRW vs TRGP
+639.4%
-546.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | +1.9% | +9.5% | -7.6% | -0.2% |
| 3M | -21.2% | +10.8% | -32.0% | -23.1% |
| 6M | -16.7% | +25.3% | -42.0% | -21.4% |
| YTD | -5.4% | +60.3% | -65.6% | -15.7% |
| 1Y | +21.2% | +84.6% | -63.4% | +4.0% |
| 3Y | +86.5% | +264.4% | -177.9% | +30.8% |
| 5Y | +93.0% | +636.6% | -543.5% | +14.0% |
| All | +93.0% | +639.4% | -546.4% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling