+153.1%
TE vs CHRW
+21.7%
+131.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +15.0% | +4.1% | +10.9% | +13.9% |
| 30D | -7.5% | +1.9% | -9.4% | -8.0% |
| 3M | -42.0% | -21.2% | -20.8% | -37.8% |
| 6M | -31.4% | -16.7% | -14.8% | -28.2% |
| YTD | -26.5% | -5.4% | -21.1% | -23.3% |
| 1Y | +153.1% | +21.2% | +131.9% | +151.2% |
| All | +153.1% | +21.7% | +131.4% | +151.2% |
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 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