+240.4%
TPR vs CHRW
+83.1%
+157.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -23.0% | -3.5% | -19.5% | -22.5% |
| 3M | -12.5% | -19.4% | +6.9% | -8.8% |
| 6M | -21.4% | -21.4% | -0.1% | -17.9% |
| YTD | -3.5% | -7.1% | +3.6% | -4.5% |
| 1Y | +17.4% | +17.8% | -0.5% | +8.0% |
| 3Y | +291.3% | +78.8% | +212.5% | +208.6% |
| All | +240.4% | +83.1% | +157.3% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling