+127.0%
CHRW vs ECL
+205.6%
-78.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.2% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -9.4% | +8.8% | -18.2% | -12.1% |
| 3M | -13.3% | +7.8% | -21.1% | -15.7% |
| 6M | -24.2% | +21.3% | -45.5% | -29.6% |
| YTD | -18.9% | +17.8% | -36.7% | -24.0% |
| 1Y | -12.4% | +21.1% | -33.4% | -18.8% |
| 3Y | +72.2% | +80.1% | -7.8% | +37.2% |
| 5Y | +53.4% | +40.5% | +12.9% | +30.9% |
| 10Y | +127.0% | +197.7% | -70.8% | +36.3% |
| All | +127.0% | +205.6% | -78.7% | +36.3% |
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