+173.1%
CHRW vs ELF
+317.0%
-143.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | +4.1% | -6.8% | +10.8% | +4.6% |
| 30D | +1.9% | +5.1% | -3.2% | +1.4% |
| 3M | -21.2% | +79.8% | -100.9% | -25.3% |
| 6M | -16.7% | +29.7% | -46.4% | -19.1% |
| YTD | -5.4% | +31.6% | -37.0% | -8.4% |
| 1Y | +21.2% | -27.9% | +49.1% | +22.3% |
| 3Y | +86.5% | -26.4% | +112.9% | +79.5% |
| 5Y | +93.0% | +235.6% | -142.6% | +58.2% |
| All | +173.1% | +317.0% | -143.9% | +109.8% |
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 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