+379.1%
TPR vs CHRW
+127.5%
+251.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +14.2% | +0.6% | +13.6% | +13.8% |
| 30D | +17.1% | -7.3% | +24.4% | +19.5% |
| 3M | -17.7% | -14.2% | -3.5% | -14.3% |
| 6M | -10.2% | -25.1% | +14.9% | -3.9% |
| YTD | +4.9% | -21.2% | +26.1% | +8.4% |
| 1Y | +36.1% | -14.2% | +50.3% | +35.8% |
| 3Y | +416.5% | +63.5% | +352.9% | +268.9% |
| 5Y | +254.8% | +49.6% | +205.2% | +157.2% |
| All | +379.1% | +127.5% | +251.6% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling