-80.5%
TE vs CHRW
+97.7%
-178.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -19.1% | +7.3% | -26.4% | -20.8% |
| 30D | -34.1% | -3.6% | -30.6% | -33.5% |
| 3M | -60.1% | -9.6% | -50.5% | -59.1% |
| 6M | -66.0% | -17.0% | -49.0% | -64.3% |
| YTD | -71.4% | -15.4% | -56.0% | -70.5% |
| 1Y | -45.3% | -10.0% | -35.3% | -44.6% |
| 3Y | +9.1% | +82.2% | -73.0% | -13.7% |
| 5Y | -82.6% | +59.4% | -141.9% | -85.5% |
| All | -80.5% | +97.7% | -178.2% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling