+58.8%
T vs CHRW
+126.6%
-67.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -3.4% | +6.0% | +3.1% |
| 30D | -1.1% | -9.4% | +8.3% | +0.2% |
| 3M | -7.7% | -12.6% | +4.9% | -6.3% |
| 6M | -10.6% | -24.2% | +13.5% | -8.1% |
| YTD | -7.5% | -18.9% | +11.4% | -6.9% |
| 1Y | -7.4% | -13.7% | +6.3% | -8.0% |
| 3Y | +63.1% | +72.6% | -9.5% | +36.1% |
| 5Y | +55.2% | +55.6% | -0.4% | +29.3% |
| 10Y | +58.8% | +122.7% | -63.9% | +14.6% |
| All | +58.8% | +126.6% | -67.8% | +14.6% |
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