+1,703.7%
CHRW vs ELV
+2,444.2%
-740.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.5% |
| 7D | -1.4% | +3.3% | -4.7% | -2.2% |
| 30D | -3.5% | +4.2% | -7.6% | -4.4% |
| 3M | -19.4% | -0.1% | -19.3% | -19.7% |
| 6M | -21.4% | +41.3% | -62.6% | -28.1% |
| YTD | -7.1% | +17.4% | -24.6% | -11.8% |
| 1Y | +17.8% | +35.1% | -17.2% | +7.5% |
| 3Y | +78.8% | -3.2% | +82.0% | +73.2% |
| 5Y | +83.5% | +15.6% | +67.9% | +66.7% |
| 10Y | +160.2% | +276.8% | -116.5% | +61.4% |
| All | +1,703.7% | +2,444.2% | -740.5% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling