-25.1%
CHRW vs TRMB
-22.5%
-2.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | +0.6% | -16.7% | +17.3% | +0.4% |
| 30D | -7.3% | -9.9% | +2.6% | -7.5% |
| 3M | -14.2% | -7.6% | -6.6% | -14.4% |
| 6M | -25.1% | -14.7% | -10.4% | -19.2% |
| All | -25.1% | -22.5% | -2.6% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling