+122.7%
CHRW vs ED
+136.7%
-14.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.4% | +2.1% | -5.5% | -3.8% |
| 30D | -9.4% | +12.4% | -21.8% | -11.6% |
| 3M | -12.6% | +13.1% | -25.8% | -15.0% |
| 6M | -24.2% | +14.1% | -38.2% | -26.3% |
| YTD | -18.9% | +23.1% | -41.9% | -22.7% |
| 1Y | -13.7% | +25.4% | -39.1% | -18.2% |
| 3Y | +72.6% | +47.9% | +24.7% | +55.9% |
| 5Y | +55.6% | +81.9% | -26.3% | +33.4% |
| 10Y | +122.7% | +141.3% | -18.5% | +85.3% |
| All | +122.7% | +136.7% | -14.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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