+238.5%
TER vs CHRW
+78.9%
+159.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | -8.3% | -3.5% | -4.8% | -7.4% |
| 3M | -12.2% | -19.4% | +7.2% | -6.9% |
| 6M | +17.1% | -21.4% | +38.4% | +24.6% |
| YTD | +84.7% | -7.1% | +91.8% | +84.8% |
| 1Y | +199.9% | +17.8% | +182.1% | +176.0% |
| All | +238.5% | +78.9% | +159.6% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling