+3,715.3%
CHRW vs TRMB
+1,584.6%
+2,130.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -16.6% | +13.2% | -0.4% |
| 30D | -9.4% | -8.9% | -0.5% | -8.2% |
| 3M | -12.6% | -6.3% | -6.3% | -12.1% |
| 6M | -24.2% | -10.0% | -14.2% | -23.4% |
| YTD | -18.9% | -30.1% | +11.3% | -14.3% |
| 1Y | -13.7% | -31.3% | +17.6% | -8.5% |
| 3Y | +72.6% | +30.8% | +41.8% | +60.3% |
| 5Y | +55.6% | -35.9% | +91.5% | +62.5% |
| 10Y | +122.7% | +101.7% | +21.0% | +84.1% |
| All | +3,715.3% | +1,584.6% | +2,130.6% | +1,836.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling