+178.3%
CHRW vs TRGP
+2,231.3%
-2,053.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -3.5% | +11.5% | -15.0% | -4.8% |
| 3M | -19.4% | +9.0% | -28.4% | -20.4% |
| 6M | -21.4% | +20.5% | -41.9% | -23.4% |
| YTD | -7.1% | +59.5% | -66.7% | -12.6% |
| 1Y | +17.8% | +77.9% | -60.1% | +9.3% |
| 3Y | +78.8% | +253.6% | -174.8% | +51.7% |
| 5Y | +83.5% | +615.5% | -531.9% | +43.3% |
| 10Y | +160.2% | +897.1% | -736.9% | +84.3% |
| All | +178.3% | +2,231.3% | -2,053.0% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling