+3,607.0%
CHRW vs ENB
+3,543.4%
+63.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.7% |
| 7D | +0.6% | -5.2% | +5.8% | +2.0% |
| 30D | -7.3% | +2.2% | -9.5% | -7.9% |
| 3M | -14.2% | -8.1% | -6.1% | -12.4% |
| 6M | -25.1% | -11.2% | -13.9% | -23.0% |
| YTD | -21.2% | +2.0% | -23.2% | -22.1% |
| 1Y | -14.2% | +4.1% | -18.2% | -15.7% |
| 3Y | +63.5% | +64.7% | -1.2% | +41.4% |
| 5Y | +49.6% | +46.6% | +3.0% | +32.8% |
| 10Y | +129.4% | +102.7% | +26.7% | +79.8% |
| All | +3,607.0% | +3,543.4% | +63.6% | +1,522.4% |
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 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