+802.8%
TEAM vs CHRW
+213.9%
+588.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -0.4% | -1.4% | +1.0% | -0.1% |
| 30D | +67.3% | -3.5% | +70.8% | +68.9% |
| 3M | +86.8% | -19.4% | +106.2% | +95.0% |
| 6M | +146.8% | -21.4% | +168.2% | +157.8% |
| YTD | +16.9% | -7.1% | +24.1% | +15.5% |
| 1Y | +12.8% | +17.8% | -5.0% | +3.0% |
| 3Y | -7.3% | +78.8% | -86.1% | -27.3% |
| 5Y | -50.7% | +83.5% | -134.2% | -61.1% |
| 10Y | +529.8% | +160.2% | +369.6% | +334.3% |
| All | +802.8% | +213.9% | +588.9% | +374.3% |
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