-44.7%
TE vs CHRW
-9.9%
-34.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.7% |
| 7D | -22.0% | -0.1% | -21.9% | -21.8% |
| 30D | -33.6% | -4.3% | -29.4% | -33.0% |
| 3M | -61.1% | -7.4% | -53.6% | -60.3% |
| 6M | -64.7% | -20.7% | -44.0% | -62.3% |
| YTD | -68.1% | -15.9% | -52.3% | -69.1% |
| All | -44.7% | -9.9% | -34.7% | -47.1% |
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