+466.3%
T vs CHRW
+3,771.3%
-3,305.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.8% |
| 7D | +2.0% | -0.1% | +2.0% | +1.9% |
| 30D | -1.0% | -4.3% | +3.3% | -0.4% |
| 3M | -8.1% | -7.4% | -0.7% | -7.3% |
| 6M | -8.3% | -20.7% | +12.4% | -5.6% |
| YTD | -6.1% | -15.9% | +9.8% | -5.4% |
| 1Y | -7.4% | -9.9% | +2.5% | -8.0% |
| 3Y | +65.4% | +79.0% | -13.5% | +39.7% |
| 5Y | +57.6% | +61.3% | -3.7% | +33.7% |
| 10Y | +61.4% | +128.5% | -67.2% | +24.8% |
| All | +466.3% | +3,771.3% | -3,305.0% | +218.2% |
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