+1,838.7%
TGT vs CHRW
+3,791.5%
-1,952.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.6% | +7.3% | -4.6% | +0.3% |
| 30D | +4.7% | -3.6% | +8.3% | +5.5% |
| 3M | +4.6% | -9.6% | +14.1% | +7.1% |
| 6M | +34.9% | -17.0% | +51.9% | +39.8% |
| YTD | +70.9% | -15.4% | +86.3% | +73.5% |
| 1Y | +84.4% | -10.0% | +94.3% | +83.1% |
| 3Y | +69.1% | +82.2% | -13.0% | +25.7% |
| 5Y | -26.9% | +59.4% | -86.3% | -43.2% |
| 10Y | +207.6% | +129.7% | +77.9% | +102.9% |
| All | +1,838.7% | +3,791.5% | -1,952.8% | +325.7% |
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