-78.3%
TE vs CHRW
+96.7%
-175.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.8% |
| 7D | -22.0% | -0.1% | -21.9% | -21.8% |
| 30D | -33.6% | -4.3% | -29.4% | -32.9% |
| 3M | -61.1% | -7.4% | -53.6% | -60.4% |
| 6M | -64.7% | -20.7% | -44.0% | -62.5% |
| YTD | -68.1% | -15.9% | -52.3% | -67.1% |
| 1Y | -51.7% | -9.9% | -41.8% | -51.2% |
| 3Y | +42.0% | +79.0% | -37.0% | +12.8% |
| 5Y | -80.8% | +61.3% | -142.1% | -84.0% |
| All | -78.3% | +96.7% | -175.0% | -81.9% |
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 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