-18.3%
TE vs CHRW
+86.2%
-104.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.4% |
| 7D | +18.2% | +1.9% | +16.3% | +17.5% |
| 30D | -13.5% | +0.9% | -14.4% | -13.8% |
| 3M | -44.6% | -19.9% | -24.7% | -40.5% |
| 6M | -24.7% | -15.8% | -8.9% | -21.1% |
| YTD | -24.3% | -5.6% | -18.7% | -24.2% |
| 1Y | +155.6% | +21.0% | +134.5% | +131.7% |
| 3Y | -18.3% | +86.0% | -104.3% | -38.8% |
| All | -18.3% | +86.2% | -104.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling