+17.8%
CHRW vs ELAN
+41.2%
-23.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | +1.6% | -3.0% | -1.7% |
| 30D | -3.5% | -6.6% | +3.1% | -2.4% |
| 3M | -19.4% | -0.8% | -18.5% | -19.4% |
| 6M | -21.4% | +0.2% | -21.6% | -21.8% |
| YTD | -7.1% | +8.3% | -15.4% | -8.5% |
| 1Y | +17.8% | +40.2% | -22.4% | +15.6% |
| All | +17.8% | +41.2% | -23.4% | +15.6% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling