+673.6%
CHRW vs EFV
+258.8%
+414.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -1.4% | +1.5% | -2.9% | -2.3% |
| 30D | -3.5% | +1.7% | -5.2% | -4.5% |
| 3M | -19.4% | +8.6% | -28.0% | -23.7% |
| 6M | -21.4% | +11.7% | -33.0% | -26.8% |
| YTD | -7.1% | +19.3% | -26.4% | -17.1% |
| 1Y | +17.8% | +30.2% | -12.4% | -0.4% |
| 3Y | +78.8% | +91.6% | -12.8% | +18.0% |
| 5Y | +83.5% | +96.4% | -12.9% | +17.9% |
| 10Y | +160.2% | +166.5% | -6.2% | +34.2% |
| All | +673.6% | +258.8% | +414.7% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling