+4,266.9%
CHRW vs TXT
+245.3%
+4,021.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.4% | -4.8% | +3.4% | 0.0% |
| 30D | -3.5% | -10.6% | +7.1% | -0.3% |
| 3M | -19.4% | -13.2% | -6.2% | -16.4% |
| 6M | -21.4% | -20.3% | -1.0% | -16.5% |
| YTD | -7.1% | -9.3% | +2.1% | -5.3% |
| 1Y | +17.8% | -2.7% | +20.5% | +17.7% |
| 3Y | +78.8% | +1.4% | +77.4% | +74.2% |
| 5Y | +83.5% | +9.6% | +74.0% | +72.5% |
| 10Y | +160.2% | +94.9% | +65.3% | +93.2% |
| All | +4,266.9% | +245.3% | +4,021.6% | +1,799.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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