+33.9%
TER vs CHRW
-12.5%
+46.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +11.9% |
| 7D | -5.8% | +0.2% | -6.0% | -5.5% |
| 30D | -38.9% | -9.4% | -29.5% | -37.3% |
| 3M | -35.1% | -13.3% | -21.9% | -33.0% |
| 6M | -31.6% | -24.2% | -7.4% | -27.1% |
| YTD | +27.2% | -18.9% | +46.1% | +14.2% |
| All | +33.9% | -12.5% | +46.4% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling