-76.7%
TE vs CHRW
+89.7%
-166.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.9% |
| 7D | -10.5% | +0.2% | -10.8% | -10.4% |
| 30D | -32.4% | -9.4% | -23.1% | -30.5% |
| 3M | -60.9% | -13.3% | -47.6% | -59.3% |
| 6M | -62.8% | -24.2% | -38.7% | -59.9% |
| YTD | -65.7% | -18.9% | -46.9% | -64.2% |
| 1Y | -39.9% | -12.4% | -27.5% | -38.6% |
| 3Y | +10.6% | +72.2% | -61.6% | -11.1% |
| 5Y | -79.7% | +53.4% | -133.0% | -82.8% |
| All | -76.7% | +89.7% | -166.3% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling