+120.5%
CHRW vs EMB
+30.1%
+90.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -7.3% | +1.3% | -8.6% | -7.9% |
| 3M | -14.2% | -2.2% | -11.9% | -13.1% |
| 6M | -25.1% | -2.3% | -22.7% | -24.1% |
| YTD | -21.2% | -0.6% | -20.5% | -20.9% |
| 1Y | -14.2% | +0.5% | -14.6% | -14.4% |
| 3Y | +63.5% | +29.4% | +34.1% | +43.1% |
| 5Y | +49.6% | +6.5% | +43.1% | +42.0% |
| All | +120.5% | +30.1% | +90.5% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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