+1,541.8%
CHRW vs ELV
+2,595.8%
-1,053.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.7% | -0.5% | +5.2% | +4.8% |
| 30D | -2.6% | +1.1% | -3.7% | -2.9% |
| 3M | -8.0% | +8.2% | -16.2% | -9.9% |
| 6M | -19.0% | +10.2% | -29.2% | -21.4% |
| YTD | -15.5% | +24.4% | -39.9% | -21.0% |
| 1Y | -10.8% | +33.8% | -44.6% | -18.2% |
| 3Y | +79.8% | -1.4% | +81.2% | +73.4% |
| 5Y | +59.3% | +5.8% | +53.4% | +48.4% |
| 10Y | +129.6% | +269.1% | -139.5% | +43.5% |
| All | +1,541.8% | +2,595.8% | -1,053.9% | +488.0% |
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