+18.4%
CHRW vs EOSE
-42.0%
+60.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +3.5% | +1.8% | +1.7% | +3.5% |
| 30D | +4.6% | -6.8% | +11.4% | +4.7% |
| 3M | -19.7% | -36.3% | +16.6% | -19.0% |
| 6M | -12.4% | -38.8% | +26.3% | -12.0% |
| YTD | -3.9% | -65.5% | +61.6% | -3.0% |
| 1Y | +18.4% | -45.3% | +63.7% | +15.8% |
| All | +18.4% | -42.0% | +60.4% | +15.8% |
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