-53.8%
TEAM vs CHRW
+90.3%
-144.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.4% |
| 7D | -5.7% | +1.9% | -7.6% | -6.2% |
| 30D | +18.3% | +0.9% | +17.4% | +17.9% |
| 3M | +80.2% | -19.9% | +100.1% | +89.3% |
| 6M | +111.0% | -15.8% | +126.8% | +116.5% |
| YTD | +8.8% | -5.6% | +14.4% | +5.8% |
| 1Y | +2.2% | +21.0% | -18.9% | -10.7% |
| 3Y | -14.6% | +86.0% | -100.6% | -40.3% |
| 5Y | -53.8% | +88.6% | -142.4% | -65.5% |
| All | -53.8% | +90.3% | -144.1% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling