+1,860.8%
TGT vs CHRW
+4,173.0%
-2,312.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | +12.2% | -3.5% | +15.7% | +13.4% |
| 3M | +33.8% | -19.4% | +53.2% | +41.7% |
| 6M | +39.3% | -21.4% | +60.7% | +47.6% |
| YTD | +72.9% | -7.1% | +80.0% | +71.5% |
| 1Y | +84.6% | +17.8% | +66.7% | +66.8% |
| 3Y | +46.2% | +78.8% | -32.6% | +10.6% |
| 5Y | -21.3% | +83.5% | -104.9% | -41.2% |
| 10Y | +213.5% | +160.2% | +53.3% | +99.8% |
| All | +1,860.8% | +4,173.0% | -2,312.1% | +320.7% |
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