+83.3%
CHRW vs EL
-29.8%
+113.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.6% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -3.5% | +19.8% | -23.3% | -6.4% |
| 3M | -19.4% | +25.7% | -45.1% | -22.5% |
| 6M | -21.4% | +5.4% | -26.8% | -22.5% |
| YTD | -7.1% | +0.2% | -7.3% | -8.4% |
| 1Y | +17.8% | +20.4% | -2.6% | +11.7% |
| All | +83.3% | -29.8% | +113.1% | +81.0% |
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