+63.5%
CHRW vs TRMB
+27.3%
+36.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +0.6% | -16.7% | +17.3% | +3.6% |
| 30D | -7.3% | -9.9% | +2.6% | -6.1% |
| 3M | -14.2% | -7.6% | -6.6% | -13.7% |
| 6M | -25.1% | -14.7% | -10.4% | -23.2% |
| YTD | -21.2% | -30.9% | +9.8% | -15.2% |
| 1Y | -14.2% | -31.3% | +17.2% | -7.6% |
| 3Y | +63.5% | +29.4% | +34.1% | +47.2% |
| All | +63.5% | +27.3% | +36.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling