-25.8%
TE vs CHRW
-10.6%
-15.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | +3.8% | +4.9% | -1.1% | +2.4% |
| 30D | -26.2% | -4.8% | -21.4% | -25.5% |
| 3M | -49.7% | -13.1% | -36.6% | -47.6% |
| 6M | -46.5% | -16.3% | -30.1% | -43.6% |
| YTD | -59.1% | -15.8% | -43.3% | -62.6% |
| 1Y | -25.8% | -11.1% | -14.7% | -38.8% |
| All | -25.8% | -10.6% | -15.2% | -38.8% |
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