-79.9%
TE vs CHRW
+97.6%
-177.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.5% | -8.0% | -7.7% |
| 7D | -13.6% | +4.7% | -18.3% | -14.9% |
| 30D | -37.7% | -2.6% | -35.1% | -37.3% |
| 3M | -59.8% | -8.0% | -51.8% | -59.0% |
| 6M | -66.3% | -19.0% | -47.3% | -64.4% |
| YTD | -70.5% | -15.5% | -55.0% | -69.6% |
| 1Y | -48.8% | -10.8% | -38.0% | -48.1% |
| 3Y | +31.3% | +79.8% | -48.5% | +4.1% |
| 5Y | -82.0% | +59.3% | -141.3% | -85.0% |
| All | -79.9% | +97.6% | -177.5% | -83.3% |
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