+17.3%
CHRW vs ELAN
+41.2%
-23.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.8% | +1.6% | -3.4% | -2.1% |
| 30D | -3.9% | -6.6% | +2.7% | -2.8% |
| 3M | -19.7% | -0.8% | -18.9% | -19.8% |
| 6M | -21.7% | +0.2% | -22.0% | -22.2% |
| YTD | -7.5% | +8.3% | -15.8% | -8.9% |
| 1Y | +17.3% | +40.2% | -22.9% | +15.2% |
| All | +17.3% | +41.2% | -23.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling