+129.8%
CHRW vs ELF
+316.3%
-186.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +0.8% |
| 7D | +4.7% | +3.4% | +1.4% | +4.4% |
| 30D | -2.6% | +5.0% | -7.6% | -3.0% |
| 3M | -8.0% | +22.6% | -30.6% | -9.7% |
| 6M | -19.0% | +104.0% | -123.0% | -24.3% |
| YTD | -15.5% | +49.3% | -64.8% | -19.1% |
| 1Y | -10.8% | +46.0% | -56.9% | -14.6% |
| 3Y | +79.8% | +19.4% | +60.4% | +65.9% |
| 5Y | +59.3% | +262.0% | -202.7% | +29.2% |
| All | +129.8% | +316.3% | -186.5% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling