+3,715.3%
CHRW vs EL
+1,263.9%
+2,451.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.1% |
| 7D | +0.2% | +8.0% | -7.8% | -2.0% |
| 30D | -9.4% | +15.4% | -24.8% | -13.1% |
| 3M | -13.3% | +28.5% | -41.8% | -19.9% |
| 6M | -24.2% | +32.2% | -56.4% | -31.1% |
| YTD | -18.9% | +9.2% | -28.1% | -23.7% |
| 1Y | -12.4% | +30.8% | -43.2% | -22.0% |
| 3Y | +72.2% | +3.7% | +68.6% | +55.0% |
| 5Y | +53.4% | -64.8% | +118.2% | +85.8% |
| 10Y | +127.0% | +60.0% | +66.9% | +60.2% |
| All | +3,715.3% | +1,263.9% | +2,451.3% | +947.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling