-11.1%
CHRW vs ELF
-3.2%
-7.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +4.9% | -1.5% | +6.4% | +5.0% |
| 30D | -4.8% | +9.5% | -14.3% | -5.5% |
| 3M | -13.1% | +29.4% | -42.5% | -14.8% |
| 6M | -16.3% | +83.7% | -100.1% | -20.9% |
| YTD | -15.8% | +49.4% | -65.2% | -18.7% |
| 1Y | -11.1% | -3.9% | -7.2% | -10.8% |
| All | -11.1% | -3.2% | -7.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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