+3,715.3%
CHRW vs EAT
+3,866.3%
-151.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +0.2% | -3.9% | +4.1% | +0.8% |
| 30D | -9.4% | +5.0% | -14.3% | -10.5% |
| 3M | -13.3% | -9.6% | -3.6% | -12.5% |
| 6M | -24.2% | +46.8% | -70.9% | -29.8% |
| YTD | -18.9% | +41.8% | -60.7% | -24.9% |
| 1Y | -12.4% | +98.3% | -110.7% | -23.5% |
| 3Y | +72.2% | +503.1% | -430.8% | +18.3% |
| 5Y | +53.4% | +356.7% | -303.3% | +6.2% |
| 10Y | +127.0% | +349.8% | -222.8% | +37.0% |
| All | +3,715.3% | +3,866.3% | -151.0% | +1,027.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling