+637.6%
TEAM vs CHRW
+174.2%
+463.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | 0.0% |
| 7D | -17.2% | +0.2% | -17.4% | -17.2% |
| 30D | -25.1% | -9.4% | -15.7% | -23.3% |
| 3M | +3.9% | -13.3% | +17.2% | +7.1% |
| 6M | +69.1% | -24.2% | +93.3% | +78.1% |
| YTD | -4.5% | -18.9% | +14.4% | -2.9% |
| 1Y | -1.9% | -12.4% | +10.5% | -2.5% |
| 3Y | -9.3% | +72.2% | -81.6% | -29.2% |
| 5Y | -65.2% | +53.4% | -118.5% | -71.4% |
| 10Y | +467.0% | +127.0% | +340.0% | +303.0% |
| All | +637.6% | +174.2% | +463.4% | +298.9% |
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