+177.7%
CHRW vs TRI
+191.2%
-13.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +4.4% | -14.4% | +18.7% | +7.8% |
| 30D | +5.5% | -8.1% | +13.6% | +7.1% |
| 3M | -17.3% | +17.5% | -34.8% | -20.9% |
| 6M | -12.7% | -5.0% | -7.7% | -12.6% |
| YTD | -4.1% | -24.7% | +20.6% | +1.4% |
| 1Y | +21.2% | -41.5% | +62.7% | +38.0% |
| 3Y | +88.9% | -20.3% | +109.2% | +91.2% |
| 5Y | +93.1% | -10.9% | +104.0% | +85.7% |
| All | +177.7% | +191.2% | -13.6% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling