+86.8%
CHRW vs ECL
+31.2%
+55.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.4% | -2.6% | +1.2% | -0.5% |
| 30D | -3.5% | -2.2% | -1.3% | -2.7% |
| 3M | -19.4% | +10.1% | -29.5% | -22.3% |
| 6M | -21.4% | -5.7% | -15.6% | -19.9% |
| YTD | -7.1% | +7.0% | -14.1% | -9.8% |
| 1Y | +17.8% | +2.7% | +15.2% | +16.0% |
| 3Y | +78.8% | +57.7% | +21.1% | +50.7% |
| All | +86.8% | +31.2% | +55.6% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling