+467.0%
TEAM vs CHRW
+131.6%
+335.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | -17.2% | +0.2% | -17.4% | -17.2% |
| 30D | -25.1% | -9.4% | -15.7% | -23.4% |
| 3M | +3.9% | -13.3% | +17.2% | +7.0% |
| 6M | +69.1% | -24.2% | +93.3% | +77.8% |
| YTD | -4.5% | -18.9% | +14.4% | -3.0% |
| 1Y | -1.9% | -12.4% | +10.5% | -2.6% |
| 3Y | -9.3% | +72.2% | -81.6% | -28.8% |
| 5Y | -65.2% | +53.4% | -118.5% | -71.2% |
| 10Y | +467.0% | +127.0% | +340.0% | +310.6% |
| All | +467.0% | +131.6% | +335.4% | +310.6% |
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