+93.0%
CHRW vs ELV
+14.8%
+78.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | -21.2% | -6.1% | -15.1% | -20.7% |
| 6M | -16.7% | +42.8% | -59.5% | -19.6% |
| YTD | -5.4% | +14.4% | -19.7% | -7.0% |
| 1Y | +21.2% | +28.6% | -7.4% | +17.2% |
| 3Y | +86.5% | -7.4% | +93.9% | +86.8% |
| 5Y | +93.0% | +14.5% | +78.6% | +85.8% |
| All | +93.0% | +14.8% | +78.3% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling