+169.3%
CHRW vs ECL
+153.2%
+16.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | +0.9% | -2.5% | +3.4% | +1.8% |
| 3M | -19.9% | +8.3% | -28.2% | -22.4% |
| 6M | -15.8% | -1.1% | -14.7% | -15.8% |
| YTD | -5.6% | +6.5% | -12.1% | -8.2% |
| 1Y | +21.0% | +2.1% | +19.0% | +19.3% |
| 3Y | +86.0% | +57.6% | +28.4% | +55.4% |
| 5Y | +88.6% | +28.1% | +60.6% | +66.4% |
| 10Y | +169.3% | +153.2% | +16.1% | +70.7% |
| All | +169.3% | +153.2% | +16.1% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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