+168.0%
CHRW vs ELF
+357.0%
-188.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -1.4% | +5.4% | -6.8% | -1.8% |
| 30D | -3.5% | +27.0% | -30.4% | -5.5% |
| 3M | -19.4% | +113.2% | -132.6% | -24.7% |
| 6M | -21.4% | +36.6% | -57.9% | -23.9% |
| YTD | -7.1% | +44.2% | -51.4% | -10.8% |
| 1Y | +17.8% | -18.0% | +35.8% | +17.6% |
| 3Y | +78.8% | -19.9% | +98.7% | +71.0% |
| 5Y | +83.5% | +257.7% | -174.2% | +49.7% |
| All | +168.0% | +357.0% | -188.9% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling