+93.0%
CHRW vs EFV
+95.4%
-2.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | -21.2% | +8.4% | -29.6% | -24.6% |
| 6M | -16.7% | +12.3% | -29.0% | -21.8% |
| YTD | -5.4% | +17.4% | -22.8% | -13.3% |
| 1Y | +21.2% | +27.1% | -6.0% | +6.7% |
| 3Y | +86.5% | +90.7% | -4.2% | +32.3% |
| 5Y | +93.0% | +95.6% | -2.6% | +28.3% |
| All | +93.0% | +95.4% | -2.4% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling