+86.0%
CHRW vs TRI
-19.2%
+105.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +4.1% | -8.4% | +12.5% | +5.0% |
| 30D | +1.9% | -6.5% | +8.4% | +2.5% |
| 3M | -21.2% | +18.6% | -39.7% | -22.6% |
| 6M | -16.7% | -10.4% | -6.2% | -15.0% |
| YTD | -5.4% | -23.7% | +18.3% | -1.3% |
| 1Y | +21.2% | -42.5% | +63.6% | +33.8% |
| All | +86.0% | -19.2% | +105.2% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling