+174.5%
CHRW vs EMB
+29.7%
+144.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.1% | 0.0% | +4.0% | +4.1% |
| 30D | +1.9% | -0.3% | +2.2% | +2.1% |
| 3M | -21.2% | -0.3% | -20.9% | -21.1% |
| 6M | -16.7% | +0.7% | -17.4% | -17.0% |
| YTD | -5.4% | +1.3% | -6.6% | -6.0% |
| 1Y | +21.2% | +4.7% | +16.5% | +18.2% |
| 3Y | +86.5% | +30.1% | +56.4% | +62.6% |
| 5Y | +93.0% | +6.9% | +86.2% | +82.9% |
| 10Y | +174.5% | +30.7% | +143.8% | +144.1% |
| All | +174.5% | +29.7% | +144.8% | +144.1% |
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