+213.5%
TER vs CHRW
+20.6%
+193.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | +11.0% | +1.9% | +9.0% | +10.5% |
| 30D | -1.9% | +0.9% | -2.8% | -2.1% |
| 3M | -0.7% | -19.9% | +19.2% | +5.0% |
| 6M | +36.4% | -15.8% | +52.2% | +41.1% |
| YTD | +92.4% | -5.6% | +98.0% | +93.7% |
| 1Y | +213.5% | +21.0% | +192.5% | +227.4% |
| All | +213.5% | +20.6% | +193.0% | +227.4% |
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