-41.3%
TE vs CHRW
+90.3%
-131.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.4% |
| 7D | +18.2% | +1.9% | +16.3% | +17.4% |
| 30D | -13.5% | +0.9% | -14.4% | -13.9% |
| 3M | -44.6% | -19.9% | -24.7% | -40.3% |
| 6M | -24.7% | -15.8% | -8.9% | -20.9% |
| YTD | -24.3% | -5.6% | -18.7% | -24.5% |
| 1Y | +155.6% | +21.0% | +134.5% | +128.5% |
| 3Y | -18.3% | +86.0% | -104.3% | -41.6% |
| 5Y | -41.3% | +88.6% | -129.9% | -56.1% |
| All | -41.3% | +90.3% | -131.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling