+129.8%
CHRW vs EIX
+34.9%
+94.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.7% | -1.5% | +6.2% | +5.1% |
| 30D | -2.6% | +8.1% | -10.7% | -4.2% |
| 3M | -8.0% | -12.1% | +4.1% | -6.4% |
| 6M | -19.0% | -13.4% | -5.6% | -17.6% |
| YTD | -15.5% | +5.6% | -21.0% | -18.3% |
| 1Y | -10.8% | +7.8% | -18.7% | -14.3% |
| 3Y | +79.8% | +9.8% | +70.0% | +69.4% |
| 5Y | +59.3% | +18.8% | +40.4% | +46.4% |
| All | +129.8% | +34.9% | +94.9% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling