+415.0%
TPR vs CHRW
+70.9%
+344.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.1% | -3.4% | +15.4% | +12.5% |
| 30D | +16.7% | -9.4% | +26.0% | +18.1% |
| 3M | -17.4% | -12.6% | -4.7% | -16.2% |
| 6M | +2.3% | -24.2% | +26.4% | +5.1% |
| YTD | +7.1% | -18.9% | +26.0% | +8.1% |
| 1Y | +29.5% | -13.7% | +43.2% | +29.2% |
| 3Y | +415.0% | +72.6% | +342.5% | +345.3% |
| All | +415.0% | +70.9% | +344.1% | +345.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling