+129.8%
CHRW vs ELV
+268.8%
-138.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.7% | -0.5% | +5.2% | +4.8% |
| 30D | -2.6% | +1.1% | -3.7% | -2.8% |
| 3M | -8.0% | +8.2% | -16.2% | -9.4% |
| 6M | -19.0% | +10.2% | -29.2% | -20.7% |
| YTD | -15.5% | +24.4% | -39.9% | -19.4% |
| 1Y | -10.8% | +33.8% | -44.6% | -16.2% |
| 3Y | +79.8% | -1.4% | +81.2% | +76.3% |
| 5Y | +59.3% | +5.8% | +53.4% | +51.6% |
| All | +129.8% | +268.8% | -138.9% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling