+99.8%
CHRW vs EOSE
-60.2%
+160.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.4% |
| 7D | +4.4% | +14.0% | -9.6% | +4.1% |
| 30D | +5.5% | -5.9% | +11.4% | +5.5% |
| 3M | -17.3% | -34.3% | +17.0% | -16.8% |
| 6M | -12.7% | -37.8% | +25.1% | -12.4% |
| YTD | -4.1% | -65.2% | +61.1% | -3.1% |
| 1Y | +21.2% | -41.9% | +63.2% | +20.7% |
| 3Y | +88.9% | +44.6% | +44.3% | +79.1% |
| 5Y | +93.1% | -69.2% | +162.3% | +73.8% |
| All | +99.8% | -60.2% | +160.0% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling