+4,266.9%
CHRW vs TRMB
+1,729.8%
+2,537.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | -3.5% | +1.5% | -5.0% | -3.8% |
| 3M | -19.4% | +6.8% | -26.2% | -20.6% |
| 6M | -21.4% | -14.9% | -6.4% | -19.3% |
| YTD | -7.1% | -24.1% | +17.0% | -2.9% |
| 1Y | +17.8% | -25.4% | +43.2% | +23.5% |
| 3Y | +78.8% | +8.0% | +70.8% | +72.5% |
| 5Y | +83.5% | -37.3% | +120.8% | +93.2% |
| 10Y | +160.2% | +116.8% | +43.4% | +113.2% |
| All | +4,266.9% | +1,729.8% | +2,537.0% | +2,094.6% |
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