+21.2%
CHRW vs ENB
+8.3%
+12.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +1.9% | -1.1% | +3.0% | +1.9% |
| 3M | -21.2% | -8.5% | -12.7% | -21.2% |
| 6M | -16.7% | -4.5% | -12.1% | -16.6% |
| YTD | -5.4% | +9.1% | -14.5% | -8.2% |
| 1Y | +21.2% | +8.0% | +13.2% | +18.4% |
| All | +21.2% | +8.3% | +12.8% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling