+82.2%
CHRW vs EL
+3.0%
+79.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +7.3% | +1.5% | +5.7% | +7.0% |
| 30D | -3.6% | +10.0% | -13.6% | -5.1% |
| 3M | -9.6% | +28.4% | -38.0% | -13.6% |
| 6M | -17.0% | +37.1% | -54.1% | -21.9% |
| YTD | -15.4% | +7.8% | -23.2% | -17.7% |
| 1Y | -10.0% | +26.0% | -36.0% | -15.4% |
| 3Y | +82.2% | +3.8% | +78.3% | +56.8% |
| All | +82.2% | +3.0% | +79.2% | +56.8% |
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