+17.8%
CHRW vs ELV
+34.8%
-17.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.1% |
| 7D | -1.4% | +3.3% | -4.7% | -1.4% |
| 30D | -3.5% | +4.2% | -7.6% | -3.5% |
| 3M | -19.4% | -0.1% | -19.3% | -19.2% |
| 6M | -21.4% | +41.3% | -62.6% | -20.2% |
| YTD | -7.1% | +17.4% | -24.6% | -6.4% |
| 1Y | +17.8% | +35.1% | -17.2% | +18.6% |
| All | +17.8% | +34.8% | -17.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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