+93.0%
CHRW vs TRU
-36.4%
+129.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +4.1% | -6.5% | +10.5% | +5.5% |
| 30D | +1.9% | -2.5% | +4.4% | +2.3% |
| 3M | -21.2% | +10.4% | -31.5% | -23.3% |
| 6M | -16.7% | +1.6% | -18.3% | -17.6% |
| YTD | -5.4% | -9.7% | +4.3% | -4.3% |
| 1Y | +21.2% | -17.3% | +38.4% | +24.5% |
| 3Y | +86.5% | -1.8% | +88.3% | +79.1% |
| 5Y | +93.0% | -36.2% | +129.3% | +98.2% |
| All | +93.0% | -36.4% | +129.5% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling