+86.8%
CHRW vs EIX
+22.8%
+64.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -1.4% | -19.1% | +17.7% | +2.3% |
| 30D | -3.5% | -16.9% | +13.4% | -0.6% |
| 3M | -19.4% | -20.0% | +0.6% | -16.5% |
| 6M | -21.4% | -21.3% | -0.1% | -18.3% |
| YTD | -7.1% | -1.7% | -5.4% | -9.7% |
| 1Y | +17.8% | +9.6% | +8.3% | +10.8% |
| 3Y | +78.8% | -3.7% | +82.5% | +69.8% |
| All | +86.8% | +22.8% | +64.1% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling