+518.2%
CEG vs CHRW
+28.5%
+489.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.5% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | -16.6% | -7.3% | -9.3% | -16.1% |
| 3M | -4.1% | -14.2% | +10.1% | -3.2% |
| 6M | -22.3% | -25.1% | +2.8% | -20.8% |
| YTD | -28.9% | -21.2% | -7.8% | -28.5% |
| 1Y | -28.5% | -14.2% | -14.3% | -28.8% |
| 3Y | +104.3% | +63.5% | +40.8% | +77.3% |
| All | +518.2% | +28.5% | +489.7% | +451.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling