+4,266.9%
CHRW vs EFX
+1,120.9%
+3,146.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.4% | +3.2% |
| 7D | -1.4% | -8.6% | +7.2% | +1.5% |
| 30D | -3.5% | +0.1% | -3.6% | -3.8% |
| 3M | -19.4% | +3.8% | -23.2% | -21.1% |
| 6M | -21.4% | -13.5% | -7.9% | -18.4% |
| YTD | -7.1% | -17.7% | +10.5% | -2.5% |
| 1Y | +17.8% | -25.6% | +43.4% | +27.3% |
| 3Y | +78.8% | -12.1% | +90.9% | +76.1% |
| 5Y | +83.5% | -33.8% | +117.3% | +94.5% |
| 10Y | +160.2% | +45.1% | +115.1% | +92.2% |
| All | +4,266.9% | +1,120.9% | +3,146.0% | +1,257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling