+65.3%
T vs CHRW
+168.2%
-102.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.5% | +1.9% | -3.5% | -1.8% |
| 30D | +7.6% | +0.9% | +6.7% | +7.4% |
| 3M | +15.3% | -19.9% | +35.2% | +18.4% |
| 6M | -8.5% | -15.8% | +7.3% | -7.2% |
| YTD | +6.8% | -5.6% | +12.4% | +5.4% |
| 1Y | -7.2% | +21.0% | -28.3% | -13.2% |
| 3Y | +108.2% | +86.0% | +22.2% | +73.8% |
| 5Y | +66.1% | +88.6% | -22.6% | +33.7% |
| 10Y | +65.3% | +169.3% | -104.0% | +13.8% |
| All | +65.3% | +168.2% | -102.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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