+63.5%
CHRW vs EL
+3.8%
+59.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.6% | -2.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -7.3% | +16.5% | -23.8% | -9.6% |
| 3M | -14.2% | +29.2% | -43.4% | -18.1% |
| 6M | -25.1% | +27.9% | -53.0% | -28.6% |
| YTD | -21.2% | +6.2% | -27.4% | -23.1% |
| 1Y | -14.2% | +27.2% | -41.3% | -19.6% |
| 3Y | +63.5% | +3.2% | +60.3% | +40.2% |
| All | +63.5% | +3.8% | +59.7% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling