-10.0%
CHRW vs TRMB
-31.7%
+21.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +7.3% | +2.8% | +4.5% | +7.0% |
| 30D | -3.6% | -5.9% | +2.3% | -3.7% |
| 3M | -9.6% | -3.3% | -6.3% | -10.1% |
| 6M | -17.0% | +1.3% | -18.3% | -17.5% |
| YTD | -15.4% | -29.0% | +13.6% | -7.7% |
| 1Y | -10.0% | -27.8% | +17.8% | -3.3% |
| All | -10.0% | -31.7% | +21.7% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling