+356.2%
TPR vs CHRW
+128.6%
+227.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.3% | +7.3% | -7.6% | -2.7% |
| 30D | +15.1% | -3.6% | +18.7% | +15.9% |
| 3M | +3.5% | -9.6% | +13.1% | +6.0% |
| 6M | +0.4% | -17.0% | +17.4% | +3.7% |
| YTD | +4.6% | -15.4% | +20.0% | +5.5% |
| 1Y | +33.1% | -10.0% | +43.1% | +30.8% |
| 3Y | +396.0% | +82.2% | +313.8% | +239.3% |
| 5Y | +230.3% | +59.4% | +170.9% | +134.7% |
| All | +356.2% | +128.6% | +227.6% | +174.1% |
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