+18.4%
CHRW vs EME
+21.8%
-3.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +1.0% |
| 7D | +3.5% | +3.5% | 0.0% | +4.1% |
| 30D | +4.6% | -6.3% | +10.9% | +3.3% |
| 3M | -19.7% | -3.8% | -16.0% | -17.2% |
| 6M | -12.4% | +8.5% | -20.9% | -8.2% |
| YTD | -3.9% | +27.8% | -31.7% | +7.8% |
| 1Y | +18.4% | +22.2% | -3.8% | +16.3% |
| All | +18.4% | +21.8% | -3.5% | +16.3% |
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