+93.0%
CHRW vs EFX
-36.4%
+129.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | +4.1% | -9.4% | +13.4% | +6.6% |
| 30D | +1.9% | -6.9% | +8.8% | +3.5% |
| 3M | -21.2% | +0.1% | -21.3% | -21.6% |
| 6M | -16.7% | -17.3% | +0.7% | -13.0% |
| YTD | -5.4% | -21.8% | +16.5% | -0.1% |
| 1Y | +21.2% | -32.5% | +53.7% | +32.6% |
| 3Y | +86.5% | -12.3% | +98.8% | +82.8% |
| 5Y | +93.0% | -36.6% | +129.7% | +101.6% |
| All | +93.0% | -36.4% | +129.5% | +101.6% |
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