+177.7%
CHRW vs EME
+1,301.6%
-1,123.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +4.4% | +0.9% | +3.4% | +4.2% |
| 30D | +5.5% | -8.4% | +13.9% | +7.0% |
| 3M | -17.3% | -3.6% | -13.7% | -17.3% |
| 6M | -12.7% | +3.6% | -16.2% | -14.3% |
| YTD | -4.1% | +22.5% | -26.6% | -9.1% |
| 1Y | +21.2% | +18.2% | +3.0% | +13.4% |
| 3Y | +88.9% | +238.4% | -149.5% | +27.1% |
| 5Y | +93.1% | +550.5% | -457.4% | +5.1% |
| All | +177.7% | +1,301.6% | -1,123.9% | +19.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling