+71.7%
TER vs CHRW
+58.8%
+12.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | +14.4% | +7.3% | +7.1% | +11.6% |
| 30D | -30.6% | -3.6% | -27.0% | -29.7% |
| 3M | -39.2% | -9.6% | -29.6% | -37.4% |
| 6M | -31.3% | -17.0% | -14.3% | -28.1% |
| YTD | +29.1% | -15.4% | +44.5% | +32.4% |
| 1Y | +47.4% | -10.0% | +57.4% | +47.5% |
| 3Y | +191.2% | +82.2% | +109.1% | +107.1% |
| All | +71.7% | +58.8% | +12.9% | +34.4% |
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 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