+502.9%
TEAM vs CHRW
+170.5%
+332.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.7% | +4.1% | -8.7% | -5.6% |
| 30D | +17.0% | +1.9% | +15.1% | +16.4% |
| 3M | +85.9% | -21.2% | +107.1% | +95.0% |
| 6M | +116.7% | -16.7% | +133.3% | +122.6% |
| YTD | +9.6% | -5.4% | +15.0% | +7.7% |
| 1Y | -2.5% | +21.2% | -23.7% | -11.6% |
| 3Y | -14.0% | +86.5% | -100.4% | -33.1% |
| 5Y | -53.1% | +93.0% | -146.1% | -63.1% |
| 10Y | +502.9% | +174.5% | +328.4% | +332.8% |
| All | +502.9% | +170.5% | +332.4% | +332.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling