-11.1%
CHRW vs EME
-3.1%
-8.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.9% | 0.0% |
| 7D | +4.9% | -5.8% | +10.7% | +4.8% |
| 30D | -4.8% | -17.9% | +13.1% | -5.2% |
| 3M | -13.1% | -22.0% | +8.9% | -13.6% |
| 6M | -16.3% | -29.7% | +13.3% | -10.2% |
| YTD | -15.8% | +4.7% | -20.5% | -21.0% |
| 1Y | -11.1% | -2.1% | -9.0% | -14.4% |
| All | -11.1% | -3.1% | -8.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling