+86.8%
CHRW vs ENB
+69.5%
+17.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -3.5% | -2.2% | -1.2% | -2.8% |
| 3M | -19.4% | -10.5% | -8.9% | -16.5% |
| 6M | -21.4% | -5.1% | -16.3% | -20.4% |
| YTD | -7.1% | +9.0% | -16.1% | -11.1% |
| 1Y | +17.8% | +8.2% | +9.6% | +13.0% |
| 3Y | +78.8% | +67.8% | +11.0% | +41.1% |
| All | +86.8% | +69.5% | +17.3% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling