+88.4%
CHRW vs ELAN
+96.4%
-8.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +4.4% | -6.4% | +10.7% | +5.3% |
| 30D | +5.5% | +0.6% | +4.9% | +5.3% |
| 3M | -17.3% | 0.0% | -17.2% | -17.5% |
| 6M | -12.7% | -3.4% | -9.2% | -12.9% |
| YTD | -4.1% | +1.0% | -5.1% | -5.1% |
| 1Y | +21.2% | +24.7% | -3.5% | +16.2% |
| All | +88.4% | +96.4% | -8.0% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling