-53.2%
TE vs CHRW
+117.1%
-170.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -4.0% | -1.4% | -2.6% | -3.5% |
| 30D | -15.9% | -3.5% | -12.4% | -15.1% |
| 3M | -60.5% | -19.4% | -41.2% | -58.2% |
| 6M | -35.2% | -21.4% | -13.8% | -31.0% |
| YTD | -31.1% | -7.1% | -24.0% | -30.7% |
| 1Y | +148.6% | +17.8% | +130.8% | +131.3% |
| 3Y | -26.4% | +78.8% | -105.2% | -41.2% |
| 5Y | -48.0% | +83.5% | -131.5% | -57.7% |
| All | -53.2% | +117.1% | -170.2% | -62.0% |
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