+129.8%
CHRW vs ENB
+108.4%
+21.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.7% | 0.0% | +4.7% | +4.8% |
| 30D | -2.6% | +1.4% | -4.0% | -3.0% |
| 3M | -8.0% | -5.2% | -2.8% | -6.8% |
| 6M | -19.0% | -9.9% | -9.1% | -17.1% |
| YTD | -15.5% | +4.7% | -20.1% | -17.1% |
| 1Y | -10.8% | +2.8% | -13.6% | -12.2% |
| 3Y | +79.8% | +71.3% | +8.5% | +53.8% |
| 5Y | +59.3% | +58.6% | +0.7% | +38.6% |
| All | +129.8% | +108.4% | +21.4% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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