+92.0%
CHRW vs ELAN
-30.9%
+122.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | 0.0% |
| 7D | +3.5% | -5.4% | +8.9% | +4.4% |
| 30D | +4.6% | +4.7% | -0.1% | +3.6% |
| 3M | -19.7% | -3.7% | -16.1% | -19.5% |
| 6M | -12.4% | -1.2% | -11.2% | -13.1% |
| YTD | -3.9% | +2.4% | -6.3% | -5.3% |
| 1Y | +18.4% | +23.4% | -5.0% | +12.6% |
| 3Y | +88.8% | +96.7% | -7.8% | +57.3% |
| All | +92.0% | -30.9% | +122.9% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling