+48.6%
CHRW vs ENB
+46.5%
+2.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.5% |
| 7D | +0.6% | -5.2% | +5.8% | +2.3% |
| 30D | -7.3% | +2.2% | -9.5% | -8.0% |
| 3M | -14.2% | -8.1% | -6.1% | -11.9% |
| 6M | -25.1% | -11.2% | -13.9% | -22.5% |
| YTD | -21.2% | +2.0% | -23.2% | -23.0% |
| 1Y | -14.2% | +4.1% | -18.2% | -17.0% |
| 3Y | +63.5% | +64.7% | -1.2% | +28.5% |
| All | +48.6% | +46.5% | +2.1% | +25.6% |
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