+81.2%
CHRW vs ELV
-1.5%
+82.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | -4.3% | +1.8% | -6.0% | -4.3% |
| 3M | -7.4% | +10.5% | -17.9% | -7.7% |
| 6M | -20.7% | +13.5% | -34.2% | -20.9% |
| YTD | -15.9% | +24.3% | -40.2% | -16.4% |
| 1Y | -9.9% | +38.9% | -48.8% | -10.7% |
| All | +81.2% | -1.5% | +82.7% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling