+178.3%
CHRW vs EFV
+169.9%
+8.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.3% |
| 7D | +3.5% | -0.8% | +4.3% | +3.9% |
| 30D | +4.6% | +0.6% | +4.0% | +4.2% |
| 3M | -19.7% | +7.5% | -27.2% | -23.0% |
| 6M | -12.4% | +13.0% | -25.4% | -18.3% |
| YTD | -3.9% | +18.3% | -22.2% | -12.6% |
| 1Y | +18.4% | +26.7% | -8.3% | +3.8% |
| 3Y | +88.8% | +89.6% | -0.7% | +32.4% |
| 5Y | +93.5% | +98.2% | -4.7% | +31.0% |
| All | +178.3% | +169.9% | +8.4% | +64.6% |
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