+4,266.9%
CHRW vs EIX
+483.2%
+3,783.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -1.4% | -19.1% | +17.7% | +1.9% |
| 30D | -3.5% | -16.9% | +13.4% | -0.8% |
| 3M | -19.4% | -20.0% | +0.6% | -16.7% |
| 6M | -21.4% | -21.3% | -0.1% | -18.6% |
| YTD | -7.1% | -1.7% | -5.4% | -8.3% |
| 1Y | +17.8% | +9.6% | +8.3% | +13.8% |
| 3Y | +78.8% | -3.7% | +82.5% | +75.1% |
| 5Y | +83.5% | +22.6% | +60.9% | +70.6% |
| 10Y | +160.2% | +17.7% | +142.6% | +135.9% |
| All | +4,266.9% | +483.2% | +3,783.7% | +2,835.7% |
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