-11.1%
CHRW vs EIX
+18.9%
-30.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.2% |
| 7D | +4.9% | +4.5% | +0.4% | +4.8% |
| 30D | -4.8% | +15.2% | -20.0% | -5.0% |
| 3M | -13.1% | -11.6% | -1.5% | -13.0% |
| 6M | -16.3% | -8.4% | -8.0% | -15.9% |
| YTD | -15.8% | +8.2% | -24.0% | -16.8% |
| 1Y | -11.1% | +16.6% | -27.7% | -14.0% |
| All | -11.1% | +18.9% | -30.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling