+1,294.7%
TER vs CHRW
+4,173.0%
-2,878.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.0% |
| 7D | +0.6% | -1.4% | +2.0% | +1.3% |
| 30D | -8.3% | -3.5% | -4.8% | -7.0% |
| 3M | -12.2% | -19.4% | +7.2% | -4.2% |
| 6M | +17.1% | -21.4% | +38.4% | +28.4% |
| YTD | +84.7% | -7.1% | +91.8% | +84.6% |
| 1Y | +199.9% | +17.8% | +182.1% | +162.8% |
| 3Y | +232.8% | +78.8% | +154.0% | +127.3% |
| 5Y | +198.6% | +83.5% | +115.1% | +96.9% |
| 10Y | +1,669.7% | +160.2% | +1,509.5% | +831.9% |
| All | +1,294.7% | +4,173.0% | -2,878.3% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling