-25.0%
TGT vs CHRW
+89.7%
-114.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -3.6% | +4.1% | -7.6% | -4.7% |
| 30D | +4.4% | +1.9% | +2.5% | +3.8% |
| 3M | +25.4% | -21.2% | +46.5% | +32.7% |
| 6M | +33.4% | -16.7% | +50.0% | +37.7% |
| YTD | +65.6% | -5.4% | +70.9% | +62.0% |
| 1Y | +80.3% | +21.2% | +59.1% | +59.5% |
| 3Y | +42.1% | +86.5% | -44.3% | +1.9% |
| 5Y | -25.0% | +93.0% | -118.0% | -46.6% |
| All | -25.0% | +89.7% | -114.7% | -46.6% |
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