+639.5%
CEG vs CHRW
+51.4%
+588.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.8% |
| 7D | +8.0% | -1.4% | +9.4% | +8.2% |
| 30D | +12.9% | -3.5% | +16.4% | +13.3% |
| 3M | +13.2% | -19.4% | +32.6% | +15.5% |
| 6M | -7.0% | -21.4% | +14.4% | -4.9% |
| YTD | -15.0% | -7.1% | -7.9% | -15.4% |
| 1Y | -2.7% | +17.8% | -20.5% | -6.5% |
| 3Y | +184.1% | +78.8% | +105.3% | +149.4% |
| All | +639.5% | +51.4% | +588.0% | +553.0% |
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