+48.6%
CHRW vs TRMB
-38.3%
+86.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +0.6% | -16.7% | +17.3% | +4.8% |
| 30D | -7.3% | -9.9% | +2.6% | -5.5% |
| 3M | -14.2% | -7.6% | -6.6% | -13.4% |
| 6M | -25.1% | -14.7% | -10.4% | -22.8% |
| YTD | -21.2% | -30.9% | +9.8% | -14.0% |
| 1Y | -14.2% | -31.3% | +17.2% | -6.3% |
| 3Y | +63.5% | +29.4% | +34.1% | +43.3% |
| All | +48.6% | -38.3% | +86.9% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling