+173.9%
CHRW vs EAT
+385.7%
-211.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.0% | +2.0% |
| 7D | +1.9% | -4.9% | +6.8% | +2.4% |
| 30D | +0.9% | -1.2% | +2.1% | +0.9% |
| 3M | -19.9% | +52.2% | -72.1% | -23.1% |
| 6M | -15.8% | +65.0% | -80.8% | -20.0% |
| YTD | -5.6% | +55.0% | -60.6% | -9.8% |
| 1Y | +21.0% | +42.1% | -21.0% | +16.2% |
| 3Y | +86.0% | +614.7% | -528.7% | +49.9% |
| 5Y | +88.6% | +322.7% | -234.1% | +55.9% |
| All | +173.9% | +385.7% | -211.9% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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