+122.7%
CHRW vs EAT
+328.6%
-205.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | -3.4% | -5.9% | +2.5% | -2.9% |
| 30D | -9.4% | +0.7% | -10.0% | -9.6% |
| 3M | -12.6% | -14.2% | +1.6% | -11.8% |
| 6M | -24.2% | +40.7% | -64.9% | -26.9% |
| YTD | -18.9% | +36.0% | -54.8% | -21.8% |
| 1Y | -13.7% | +83.1% | -96.7% | -19.0% |
| 3Y | +72.6% | +474.8% | -402.2% | +41.9% |
| 5Y | +55.6% | +347.6% | -292.0% | +27.9% |
| 10Y | +122.7% | +321.5% | -198.8% | +87.0% |
| All | +122.7% | +328.6% | -205.9% | +87.0% |
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