+1,880.5%
TRV vs CHRW
+3,789.5%
-1,909.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +0.1% | +4.7% | -4.7% | -1.1% |
| 30D | +8.0% | -2.6% | +10.6% | +8.4% |
| 3M | +9.3% | -8.0% | +17.3% | +10.9% |
| 6M | +36.2% | -19.0% | +55.2% | +41.3% |
| YTD | +40.6% | -15.5% | +56.0% | +42.5% |
| 1Y | +43.1% | -10.8% | +53.9% | +42.9% |
| 3Y | +149.6% | +79.8% | +69.8% | +99.5% |
| 5Y | +181.6% | +59.3% | +122.4% | +127.1% |
| 10Y | +352.5% | +129.6% | +222.9% | +218.5% |
| All | +1,880.5% | +3,789.5% | -1,909.0% | +650.8% |
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