-10.0%
CHRW vs ELF
+53.2%
-63.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.2% |
| 7D | +7.3% | +1.6% | +5.7% | +7.2% |
| 30D | -3.6% | +9.1% | -12.7% | -4.1% |
| 3M | -9.6% | +28.2% | -37.8% | -11.0% |
| 6M | -17.0% | +119.5% | -136.5% | -22.8% |
| YTD | -15.4% | +55.2% | -70.6% | -18.7% |
| 1Y | -10.0% | +58.6% | -68.6% | -14.2% |
| All | -10.0% | +53.2% | -63.2% | -14.2% |
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 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