+4,266.9%
CHRW vs ENB
+3,792.0%
+474.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.5% | -2.2% | -1.2% | -2.9% |
| 3M | -19.4% | -10.5% | -8.9% | -17.1% |
| 6M | -21.4% | -5.1% | -16.3% | -20.6% |
| YTD | -7.1% | +9.0% | -16.1% | -9.7% |
| 1Y | +17.8% | +8.2% | +9.6% | +14.7% |
| 3Y | +78.8% | +67.8% | +11.0% | +53.9% |
| 5Y | +83.5% | +69.4% | +14.1% | +57.0% |
| 10Y | +160.2% | +117.5% | +42.7% | +100.1% |
| All | +4,266.9% | +3,792.0% | +474.9% | +1,780.4% |
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