+72.2%
CHRW vs EMB
+30.0%
+42.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.4% |
| 7D | +0.2% | +0.8% | -0.6% | -0.5% |
| 30D | -9.4% | +1.5% | -10.9% | -10.4% |
| 3M | -13.3% | -1.9% | -11.3% | -11.8% |
| 6M | -24.2% | -1.6% | -22.5% | -23.1% |
| YTD | -18.9% | 0.0% | -18.9% | -19.0% |
| 1Y | -12.4% | +1.1% | -13.4% | -13.2% |
| 3Y | +72.2% | +30.9% | +41.4% | +41.2% |
| All | +72.2% | +30.0% | +42.3% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling