+450.2%
T vs CHRW
+3,527.3%
-3,077.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -10.6% | -7.3% | -3.3% | -9.6% |
| 3M | -7.7% | -14.2% | +6.4% | -5.6% |
| 6M | -13.3% | -25.1% | +11.8% | -9.9% |
| YTD | -8.8% | -21.2% | +12.4% | -7.0% |
| 1Y | -8.4% | -14.2% | +5.8% | -8.2% |
| 3Y | +59.6% | +63.5% | -3.9% | +37.1% |
| 5Y | +52.1% | +49.6% | +2.5% | +30.9% |
| 10Y | +56.9% | +129.4% | -72.5% | +21.0% |
| All | +450.2% | +3,527.3% | -3,077.1% | +212.9% |
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