+17.8%
CHRW vs EOSE
-49.1%
+66.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.8% | +1.2% |
| 7D | -1.4% | +19.0% | -20.4% | -1.2% |
| 30D | -3.5% | +1.6% | -5.0% | -3.4% |
| 3M | -19.4% | -52.0% | +32.6% | -18.5% |
| 6M | -21.4% | -42.5% | +21.1% | -21.0% |
| YTD | -7.1% | -66.1% | +59.0% | -6.2% |
| 1Y | +17.8% | -47.1% | +65.0% | +17.3% |
| All | +17.8% | -49.1% | +66.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling