+0.6%
CEG vs CHRW
+20.6%
-19.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | +6.7% | +1.9% | +4.7% | +6.7% |
| 30D | +11.0% | +0.9% | +10.0% | +11.0% |
| 3M | +19.5% | -19.9% | +39.4% | +20.0% |
| 6M | -5.9% | -15.8% | +9.9% | -5.8% |
| YTD | -15.0% | -5.6% | -9.4% | -14.7% |
| 1Y | +0.6% | +21.0% | -20.4% | +7.4% |
| All | +0.6% | +20.6% | -19.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling