+174.1%
CHRW vs EME
+1,312.7%
-1,138.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.6% |
| 7D | +4.1% | +2.7% | +1.3% | +3.6% |
| 30D | +1.9% | -6.8% | +8.7% | +3.0% |
| 3M | -21.2% | -8.8% | -12.3% | -20.3% |
| 6M | -16.7% | +5.0% | -21.7% | -18.4% |
| YTD | -5.4% | +23.5% | -28.9% | -10.4% |
| 1Y | +21.2% | +21.3% | -0.1% | +12.7% |
| 3Y | +86.5% | +241.1% | -154.6% | +25.3% |
| 5Y | +93.0% | +549.2% | -456.1% | +5.2% |
| All | +174.1% | +1,312.7% | -1,138.7% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling