+129.9%
CHRW vs EFV
+163.3%
-33.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +7.3% | +2.5% | +4.7% | +5.9% |
| 30D | -3.6% | +2.9% | -6.5% | -5.0% |
| 3M | -9.6% | -1.4% | -8.2% | -9.0% |
| 6M | -17.0% | +5.5% | -22.5% | -19.7% |
| YTD | -15.4% | +16.1% | -31.5% | -22.4% |
| 1Y | -10.0% | +20.3% | -30.3% | -18.9% |
| 3Y | +82.2% | +90.4% | -8.3% | +27.3% |
| 5Y | +59.4% | +93.5% | -34.1% | +9.1% |
| All | +129.9% | +163.3% | -33.4% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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