+85.5%
CHRW vs EAT
+341.3%
-255.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.5% | +1.9% | -5.3% | -3.7% |
| 3M | -19.4% | +68.7% | -88.1% | -23.4% |
| 6M | -21.4% | +66.9% | -88.3% | -25.4% |
| YTD | -7.1% | +60.4% | -67.5% | -11.6% |
| 1Y | +17.8% | +44.0% | -26.2% | +13.2% |
| 3Y | +78.8% | +604.7% | -525.9% | +38.6% |
| All | +85.5% | +341.3% | -255.7% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling