+55.6%
CHRW vs EFX
-31.6%
+87.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -9.4% | +29.1% | -38.5% | -15.4% |
| 3M | -12.6% | +4.3% | -16.9% | -14.1% |
| 6M | -24.2% | +7.7% | -31.9% | -26.4% |
| YTD | -18.9% | -12.5% | -6.4% | -17.1% |
| 1Y | -13.7% | -8.8% | -4.9% | -12.8% |
| 3Y | +72.6% | +4.3% | +68.2% | +60.5% |
| 5Y | +55.6% | -29.4% | +84.9% | +59.6% |
| All | +55.6% | -31.6% | +87.2% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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