+178.3%
CHRW vs TRU
+147.2%
+31.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | 0.0% |
| 7D | +3.5% | -2.7% | +6.2% | +4.1% |
| 30D | +4.6% | -2.0% | +6.6% | +4.9% |
| 3M | -19.7% | +18.4% | -38.2% | -23.3% |
| 6M | -12.4% | +8.9% | -21.3% | -14.9% |
| YTD | -3.9% | -8.9% | +5.0% | -3.0% |
| 1Y | +18.4% | -15.9% | +34.3% | +21.3% |
| 3Y | +88.8% | -1.1% | +89.9% | +79.0% |
| 5Y | +93.5% | -35.2% | +128.7% | +99.6% |
| All | +178.3% | +147.2% | +31.2% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling