+3,715.3%
CHRW vs ENB
+3,583.0%
+132.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | +0.2% | -3.7% | +3.9% | +1.2% |
| 30D | -9.4% | +1.7% | -11.1% | -9.8% |
| 3M | -13.3% | -6.3% | -7.0% | -11.9% |
| 6M | -24.2% | -9.2% | -15.0% | -22.5% |
| YTD | -18.9% | +3.1% | -22.0% | -20.1% |
| 1Y | -12.4% | +3.4% | -15.7% | -13.8% |
| 3Y | +72.2% | +68.9% | +3.3% | +48.0% |
| 5Y | +53.4% | +51.7% | +1.7% | +34.9% |
| 10Y | +127.0% | +98.3% | +28.6% | +79.0% |
| All | +3,715.3% | +3,583.0% | +132.3% | +1,565.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling