+227.9%
TPR vs CHRW
+60.9%
+167.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.5% |
| 7D | +6.4% | -0.1% | +6.5% | +6.3% |
| 30D | +13.8% | -4.3% | +18.0% | +14.5% |
| 3M | -16.6% | -7.4% | -9.2% | -15.8% |
| 6M | +0.7% | -20.7% | +21.4% | +4.1% |
| YTD | +5.3% | -15.9% | +21.2% | +6.0% |
| 1Y | +32.4% | -9.9% | +42.2% | +30.5% |
| 3Y | +406.4% | +79.0% | +327.4% | +287.1% |
| 5Y | +227.9% | +61.3% | +166.6% | +163.5% |
| All | +227.9% | +60.9% | +167.0% | +163.5% |
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