+120.5%
CHRW vs ELF
+342.6%
-222.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.8% |
| 7D | +0.6% | +4.0% | -3.4% | +0.2% |
| 30D | -7.3% | +10.6% | -17.9% | -8.1% |
| 3M | -14.2% | +25.8% | -40.0% | -15.9% |
| 6M | -25.1% | +89.1% | -114.1% | -29.5% |
| YTD | -21.2% | +52.7% | -73.9% | -24.7% |
| 1Y | -14.2% | +51.7% | -65.9% | -18.1% |
| 3Y | +63.5% | +14.2% | +49.3% | +51.6% |
| 5Y | +49.6% | +270.7% | -221.1% | +21.2% |
| All | +120.5% | +342.6% | -222.1% | +66.2% |
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