+607.6%
TEAM vs CHRW
+174.2%
+433.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -22.2% | -3.4% | -18.8% | -21.5% |
| 30D | -28.1% | -9.4% | -18.8% | -26.4% |
| 3M | -2.2% | -12.6% | +10.5% | +0.7% |
| 6M | +62.2% | -24.2% | +86.4% | +70.9% |
| YTD | -8.4% | -18.9% | +10.5% | -6.8% |
| 1Y | -6.6% | -13.7% | +7.1% | -6.9% |
| 3Y | -15.7% | +72.6% | -88.3% | -34.2% |
| 5Y | -65.7% | +55.6% | -121.3% | -72.0% |
| 10Y | +441.0% | +122.7% | +318.2% | +287.8% |
| All | +607.6% | +174.2% | +433.4% | +282.7% |
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 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