+96.6%
CHRW vs TW
+221.1%
-124.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -1.4% | -2.3% | +0.9% | -1.1% |
| 30D | -3.5% | +3.9% | -7.4% | -4.0% |
| 3M | -19.4% | +5.7% | -25.1% | -19.9% |
| 6M | -21.4% | -14.5% | -6.8% | -19.8% |
| YTD | -7.1% | -0.9% | -6.3% | -7.2% |
| 1Y | +17.8% | -13.5% | +31.3% | +19.9% |
| 3Y | +78.8% | +25.0% | +53.8% | +68.0% |
| 5Y | +83.5% | +22.7% | +60.8% | +69.7% |
| All | +96.6% | +221.1% | -124.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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