+1,744.2%
TER vs CHRW
+168.2%
+1,576.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.5% |
| 7D | +11.0% | +1.9% | +9.0% | +10.1% |
| 30D | -1.9% | +0.9% | -2.8% | -2.4% |
| 3M | -0.7% | -19.9% | +19.2% | +7.5% |
| 6M | +36.4% | -15.8% | +52.2% | +43.5% |
| YTD | +92.4% | -5.6% | +98.0% | +90.9% |
| 1Y | +213.5% | +21.0% | +192.5% | +175.3% |
| 3Y | +277.2% | +86.0% | +191.2% | +162.2% |
| 5Y | +219.1% | +88.6% | +130.5% | +116.5% |
| 10Y | +1,744.2% | +169.3% | +1,575.0% | +946.2% |
| All | +1,744.2% | +168.2% | +1,576.1% | +946.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling