+3,715.3%
CHRW vs EIX
+527.9%
+3,187.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | -9.4% | +8.8% | -18.1% | -10.8% |
| 3M | -13.3% | -10.9% | -2.3% | -12.2% |
| 6M | -24.2% | -10.3% | -13.9% | -23.5% |
| YTD | -18.9% | +5.8% | -24.7% | -21.1% |
| 1Y | -12.4% | +11.4% | -23.7% | -15.7% |
| 3Y | +72.2% | +11.1% | +61.2% | +64.0% |
| 5Y | +53.4% | +18.5% | +34.9% | +43.4% |
| 10Y | +127.0% | +32.2% | +94.7% | +101.1% |
| All | +3,715.3% | +527.9% | +3,187.3% | +2,425.9% |
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