+69.1%
TGT vs CHRW
+80.1%
-11.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.6% | +7.3% | -4.6% | +1.6% |
| 30D | +4.7% | -3.6% | +8.3% | +5.0% |
| 3M | +4.6% | -9.6% | +14.1% | +5.7% |
| 6M | +34.9% | -17.0% | +51.9% | +36.4% |
| YTD | +70.9% | -15.4% | +86.3% | +71.1% |
| 1Y | +84.4% | -10.0% | +94.3% | +82.3% |
| 3Y | +69.1% | +82.2% | -13.0% | +45.9% |
| All | +69.1% | +80.1% | -11.0% | +45.9% |
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 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