+17.3%
CHRW vs EL
+14.8%
+2.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.5% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | -3.9% | +19.8% | -23.7% | -4.9% |
| 3M | -19.7% | +25.7% | -45.5% | -20.8% |
| 6M | -21.7% | +5.4% | -27.2% | -21.5% |
| YTD | -7.5% | +0.2% | -7.7% | -7.9% |
| 1Y | +17.3% | +20.4% | -3.1% | +15.7% |
| All | +17.3% | +14.8% | +2.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling