+332.4%
CHRW vs EMB
+132.1%
+200.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| 6M | -21.4% | +0.1% | -21.5% | -21.4% |
| YTD | -7.1% | +1.6% | -8.7% | -7.7% |
| 1Y | +17.8% | +5.6% | +12.2% | +15.2% |
| 3Y | +78.8% | +29.8% | +48.9% | +61.0% |
| 5Y | +83.5% | +7.3% | +76.2% | +76.1% |
| 10Y | +160.2% | +30.4% | +129.8% | +134.0% |
| All | +332.4% | +132.1% | +200.3% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling