+86.8%
CHRW vs EMB
+7.4%
+79.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.5% | -0.3% | -3.2% | -3.3% |
| 3M | -19.4% | -0.4% | -19.0% | -19.2% |
| 6M | -21.4% | +0.1% | -21.5% | -21.4% |
| YTD | -7.1% | +1.6% | -8.7% | -8.0% |
| 1Y | +17.8% | +5.6% | +12.2% | +14.1% |
| 3Y | +78.8% | +29.8% | +48.9% | +55.1% |
| All | +86.8% | +7.4% | +79.5% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling