+1,318.2%
CHRW vs TRI
+561.6%
+756.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +2.9% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -3.5% | +7.9% | -11.3% | -6.3% |
| 3M | -19.4% | +24.1% | -43.5% | -26.4% |
| 6M | -21.4% | +3.8% | -25.2% | -24.5% |
| YTD | -7.1% | -16.9% | +9.7% | -4.4% |
| 1Y | +17.8% | -38.4% | +56.2% | +35.6% |
| 3Y | +78.8% | -12.2% | +91.0% | +75.6% |
| 5Y | +83.5% | -1.8% | +85.3% | +70.6% |
| 10Y | +160.2% | +207.6% | -47.4% | +46.9% |
| All | +1,318.2% | +561.6% | +756.6% | +424.3% |
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 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