+129.8%
CHRW vs TRMB
+103.0%
+26.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | +4.7% | +4.1% | +0.7% | +3.7% |
| 30D | -2.6% | -7.0% | +4.4% | -1.4% |
| 3M | -8.0% | -0.9% | -7.1% | -8.7% |
| 6M | -19.0% | -1.2% | -17.8% | -19.9% |
| YTD | -15.5% | -28.7% | +13.3% | -9.0% |
| 1Y | -10.8% | -32.1% | +21.3% | -2.8% |
| 3Y | +79.8% | +33.4% | +46.4% | +59.3% |
| 5Y | +59.3% | -35.6% | +94.9% | +68.0% |
| All | +129.8% | +103.0% | +26.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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