+3,607.0%
CHRW vs EIX
+519.9%
+3,087.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | -7.3% | +9.1% | -16.4% | -8.9% |
| 3M | -14.2% | -10.2% | -3.9% | -13.2% |
| 6M | -25.1% | -11.2% | -13.8% | -24.3% |
| YTD | -21.2% | +4.5% | -25.6% | -23.1% |
| 1Y | -14.2% | +10.9% | -25.0% | -17.3% |
| 3Y | +63.5% | +8.4% | +55.1% | +56.5% |
| 5Y | +49.6% | +18.0% | +31.6% | +40.0% |
| 10Y | +129.4% | +30.3% | +99.1% | +103.8% |
| All | +3,607.0% | +519.9% | +3,087.1% | +2,360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling