+3,607.0%
CHRW vs ED
+1,173.0%
+2,434.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -1.5% |
| 7D | +0.6% | +1.6% | -1.1% | 0.0% |
| 30D | -7.3% | +13.3% | -20.6% | -11.1% |
| 3M | -14.2% | +9.7% | -23.9% | -16.9% |
| 6M | -25.1% | +12.8% | -37.9% | -28.2% |
| YTD | -21.2% | +22.3% | -43.5% | -26.8% |
| 1Y | -14.2% | +26.3% | -40.5% | -21.3% |
| 3Y | +63.5% | +45.0% | +18.5% | +41.1% |
| 5Y | +49.6% | +80.2% | -30.6% | +18.2% |
| 10Y | +129.4% | +129.9% | -0.5% | +57.1% |
| All | +3,607.0% | +1,173.0% | +2,434.0% | +1,223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling