+206.4%
CHRW vs TRU
+238.0%
-31.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +2.4% |
| 7D | -1.4% | -6.8% | +5.4% | +0.1% |
| 30D | -3.5% | 0.0% | -3.5% | -3.6% |
| 3M | -19.4% | +13.3% | -32.7% | -22.0% |
| 6M | -21.4% | +3.4% | -24.8% | -22.6% |
| YTD | -7.1% | -6.4% | -0.7% | -6.8% |
| 1Y | +17.8% | -9.7% | +27.5% | +18.6% |
| 3Y | +78.8% | +0.1% | +78.6% | +69.5% |
| 5Y | +83.5% | -34.0% | +117.6% | +87.5% |
| 10Y | +160.2% | +147.9% | +12.4% | +110.5% |
| All | +206.4% | +238.0% | -31.5% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling