+4,266.9%
CHRW vs EL
+1,151.9%
+3,115.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.2% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -3.5% | +19.8% | -23.3% | -8.7% |
| 3M | -19.4% | +25.7% | -45.1% | -25.1% |
| 6M | -21.4% | +5.4% | -26.8% | -24.1% |
| YTD | -7.1% | +0.2% | -7.3% | -10.1% |
| 1Y | +17.8% | +20.4% | -2.6% | +7.3% |
| 3Y | +78.8% | -32.1% | +110.9% | +81.9% |
| 5Y | +83.5% | -67.2% | +150.7% | +127.0% |
| 10Y | +160.2% | +31.7% | +128.5% | +95.6% |
| All | +4,266.9% | +1,151.9% | +3,115.0% | +1,133.6% |
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