+169.3%
CHRW vs ED
+104.2%
+65.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +0.9% | +1.1% | -0.2% | +0.7% |
| 3M | -19.9% | +4.6% | -24.5% | -20.6% |
| 6M | -15.8% | -2.0% | -13.8% | -15.5% |
| YTD | -5.6% | +11.7% | -17.3% | -8.1% |
| 1Y | +21.0% | +15.7% | +5.3% | +16.7% |
| 3Y | +86.0% | +34.4% | +51.7% | +71.7% |
| 5Y | +88.6% | +67.3% | +21.3% | +65.1% |
| 10Y | +169.3% | +104.0% | +65.3% | +131.7% |
| All | +169.3% | +104.2% | +65.1% | +131.7% |
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