+1,190.9%
CHRW vs TRI
+584.0%
+606.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +4.7% | -7.5% | +12.2% | +7.4% |
| 30D | -2.6% | +3.9% | -6.5% | -4.6% |
| 3M | -8.0% | +7.2% | -15.2% | -11.5% |
| 6M | -19.0% | +27.0% | -46.0% | -27.9% |
| YTD | -15.5% | -14.0% | -1.4% | -14.9% |
| 1Y | -10.8% | -17.7% | +6.8% | -8.8% |
| 3Y | +79.8% | -10.7% | +90.5% | +74.0% |
| 5Y | +59.3% | +0.6% | +58.7% | +45.3% |
| 10Y | +129.6% | +225.3% | -95.7% | +25.6% |
| All | +1,190.9% | +584.0% | +606.9% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling