+545.9%
T vs CHRW
+4,173.0%
-3,627.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | +11.4% | -3.5% | +14.8% | +12.0% |
| 3M | +14.3% | -19.4% | +33.7% | +17.9% |
| 6M | -9.3% | -21.4% | +12.1% | -6.4% |
| YTD | +7.1% | -7.1% | +14.2% | +6.4% |
| 1Y | -9.1% | +17.8% | -26.9% | -14.3% |
| 3Y | +105.3% | +78.8% | +26.6% | +74.5% |
| 5Y | +66.8% | +83.5% | -16.7% | +38.6% |
| 10Y | +66.8% | +160.2% | -93.4% | +26.4% |
| All | +545.9% | +4,173.0% | -3,627.0% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling