+122.7%
CHRW vs EL
+60.9%
+61.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.4% | +7.6% | -11.0% | -4.9% |
| 30D | -9.4% | +15.7% | -25.0% | -12.3% |
| 3M | -12.6% | +30.5% | -43.2% | -18.1% |
| 6M | -24.2% | +32.5% | -56.7% | -29.6% |
| YTD | -18.9% | +9.4% | -28.3% | -22.4% |
| 1Y | -13.7% | +28.4% | -42.0% | -20.8% |
| 3Y | +72.6% | +4.4% | +68.1% | +58.4% |
| 5Y | +55.6% | -64.5% | +120.1% | +85.4% |
| 10Y | +122.7% | +64.9% | +57.9% | +76.5% |
| All | +122.7% | +60.9% | +61.9% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling