+1,708.1%
TRV vs CHRW
+4,173.0%
-2,464.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | -3.4% | -3.5% | 0.0% | -2.7% |
| 3M | +26.4% | -19.4% | +45.8% | +32.3% |
| 6M | +19.3% | -21.4% | +40.7% | +25.0% |
| YTD | +28.3% | -7.1% | +35.5% | +27.8% |
| 1Y | +34.3% | +17.8% | +16.5% | +24.8% |
| 3Y | +140.1% | +78.8% | +61.4% | +93.7% |
| 5Y | +155.7% | +83.5% | +72.2% | +99.5% |
| 10Y | +285.5% | +160.2% | +125.3% | +164.2% |
| All | +1,708.1% | +4,173.0% | -2,464.9% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling