+82.2%
CHRW vs EME
+216.1%
-133.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | 0.0% |
| 7D | +7.3% | +8.4% | -1.1% | +7.6% |
| 30D | -3.6% | -11.5% | +7.9% | -4.2% |
| 3M | -9.6% | -20.6% | +11.1% | -10.6% |
| 6M | -17.0% | -28.5% | +11.5% | -16.7% |
| YTD | -15.4% | +8.0% | -23.4% | -14.2% |
| 1Y | -10.0% | +6.8% | -16.7% | -8.7% |
| 3Y | +82.2% | +213.9% | -131.7% | +68.8% |
| All | +82.2% | +216.1% | -133.9% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling