+148.6%
TE vs CHRW
+16.7%
+131.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.0% | -1.8% | -2.1% | -3.5% |
| 30D | -15.9% | -3.9% | -12.0% | -15.1% |
| 3M | -60.5% | -19.7% | -40.8% | -58.1% |
| 6M | -35.2% | -21.7% | -13.5% | -31.2% |
| YTD | -31.1% | -7.5% | -23.6% | -27.7% |
| 1Y | +148.6% | +17.3% | +131.3% | +141.7% |
| All | +148.6% | +16.7% | +131.9% | +141.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling