+1,001.8%
TER vs CHRW
+131.6%
+870.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +11.5% |
| 7D | -5.8% | +0.2% | -6.0% | -5.5% |
| 30D | -38.9% | -9.4% | -29.5% | -36.4% |
| 3M | -35.1% | -13.3% | -21.9% | -31.9% |
| 6M | -31.6% | -24.2% | -7.4% | -25.2% |
| YTD | +27.2% | -18.9% | +46.1% | +33.3% |
| 1Y | +35.2% | -12.4% | +47.6% | +36.9% |
| 3Y | +192.8% | +72.2% | +120.6% | +107.3% |
| 5Y | +72.4% | +53.4% | +19.0% | +27.1% |
| 10Y | +1,001.8% | +127.0% | +874.9% | +580.7% |
| All | +1,001.8% | +131.6% | +870.2% | +580.7% |
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 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