+4,266.9%
CHRW vs EAT
+4,386.4%
-119.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -19.4% | +68.7% | -88.1% | -26.5% |
| 6M | -21.4% | +66.9% | -88.3% | -28.7% |
| YTD | -7.1% | +60.4% | -67.5% | -15.3% |
| 1Y | +17.8% | +44.0% | -26.2% | +8.7% |
| 3Y | +78.8% | +604.7% | -525.9% | +20.1% |
| 5Y | +83.5% | +347.0% | -263.5% | +28.1% |
| 10Y | +160.2% | +390.8% | -230.5% | +56.0% |
| All | +4,266.9% | +4,386.4% | -119.5% | +1,172.2% |
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