-11.1%
CHRW vs TRI
-22.4%
+11.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.1% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | -4.8% | +20.8% | -25.6% | -6.3% |
| 3M | -13.1% | +8.1% | -21.2% | -14.0% |
| 6M | -16.3% | +24.2% | -40.5% | -17.2% |
| YTD | -15.8% | -7.8% | -8.0% | -15.3% |
| 1Y | -11.1% | -16.7% | +5.5% | -7.8% |
| All | -11.1% | -22.4% | +11.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling