+21.2%
CHRW vs TRI
-42.8%
+64.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +4.4% | -14.4% | +18.7% | +5.4% |
| 30D | +5.5% | -8.1% | +13.6% | +6.0% |
| 3M | -17.3% | +17.5% | -34.8% | -17.5% |
| 6M | -12.7% | -5.0% | -7.7% | -11.3% |
| YTD | -4.1% | -24.7% | +20.6% | -1.0% |
| 1Y | +21.2% | -41.5% | +62.7% | +27.8% |
| All | +21.2% | -42.8% | +64.0% | +27.8% |
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