+86.8%
CHRW vs ED
+67.1%
+19.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.5% | -0.1% | -3.3% | -3.5% |
| 3M | -19.4% | +3.9% | -23.3% | -19.8% |
| 6M | -21.4% | -3.0% | -18.3% | -20.9% |
| YTD | -7.1% | +10.7% | -17.8% | -9.3% |
| 1Y | +17.8% | +13.3% | +4.5% | +14.4% |
| 3Y | +78.8% | +34.5% | +44.3% | +64.3% |
| All | +86.8% | +67.1% | +19.8% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling