+129.9%
CHRW vs TRI
+225.2%
-95.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +7.3% | -2.9% | +10.2% | +7.9% |
| 30D | -3.6% | +3.7% | -7.3% | -4.8% |
| 3M | -9.6% | +3.7% | -13.3% | -11.1% |
| 6M | -17.0% | +35.1% | -52.1% | -23.9% |
| YTD | -15.4% | -14.0% | -1.4% | -13.6% |
| 1Y | -10.0% | -19.0% | +9.0% | -6.4% |
| 3Y | +82.2% | -12.0% | +94.1% | +80.2% |
| 5Y | +59.4% | +0.6% | +58.7% | +48.4% |
| All | +129.9% | +225.2% | -95.3% | +55.6% |
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