-65.3%
TEAM vs CHRW
+49.0%
-114.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.3% | -13.8% | -15.5% |
| 7D | -19.8% | +0.6% | -20.4% | -19.9% |
| 30D | -21.5% | -7.3% | -14.2% | -19.9% |
| 3M | +39.5% | -14.2% | +53.7% | +44.9% |
| 6M | +73.1% | -25.1% | +98.1% | +83.6% |
| YTD | -5.2% | -21.2% | +15.9% | -3.6% |
| 1Y | -1.6% | -14.2% | +12.6% | -3.2% |
| 3Y | -11.4% | +63.5% | -75.0% | -37.4% |
| All | -65.3% | +49.0% | -114.3% | -72.7% |
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