+87.7%
CHRW vs ELAN
-27.0%
+114.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | +4.1% | -4.6% | +8.6% | +4.9% |
| 30D | +1.9% | +5.7% | -3.8% | +0.8% |
| 3M | -21.2% | -3.9% | -17.3% | -20.9% |
| 6M | -16.7% | -1.6% | -15.0% | -17.2% |
| YTD | -5.4% | +4.1% | -9.4% | -7.0% |
| 1Y | +21.2% | +25.5% | -4.4% | +15.2% |
| 3Y | +86.5% | +103.2% | -16.7% | +56.5% |
| 5Y | +93.0% | -29.8% | +122.8% | +88.1% |
| All | +87.7% | -27.0% | +114.7% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling