+54.6%
TER vs CHRW
+49.0%
+5.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | -20.5% | +0.6% | -21.0% | -20.5% |
| 30D | -47.0% | -7.3% | -39.7% | -45.6% |
| 3M | -43.3% | -14.2% | -29.1% | -40.6% |
| 6M | -42.9% | -25.1% | -17.8% | -38.0% |
| YTD | +12.9% | -21.2% | +34.0% | +18.6% |
| 1Y | +18.2% | -14.2% | +32.3% | +20.1% |
| 3Y | +151.8% | +63.5% | +88.3% | +86.8% |
| All | +54.6% | +49.0% | +5.6% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling