+4,266.9%
CHRW vs EME
+17,354.4%
-13,087.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.6% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -3.5% | -8.3% | +4.8% | -1.2% |
| 3M | -19.4% | -10.7% | -8.6% | -18.3% |
| 6M | -21.4% | +1.9% | -23.3% | -23.7% |
| YTD | -7.1% | +23.5% | -30.6% | -15.0% |
| 1Y | +17.8% | +18.0% | -0.1% | +7.1% |
| 3Y | +78.8% | +236.1% | -157.3% | +11.4% |
| 5Y | +83.5% | +527.9% | -444.4% | -8.0% |
| 10Y | +160.2% | +1,252.8% | -1,092.5% | -4.4% |
| All | +4,266.9% | +17,354.4% | -13,087.5% | +567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling