+57.5%
CHRW vs EOSE
-82.3%
+139.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -0.1% |
| 7D | +7.3% | +9.8% | -2.5% | +7.0% |
| 30D | -3.6% | -2.1% | -1.5% | -3.7% |
| 3M | -9.6% | -54.1% | +44.5% | -8.5% |
| 6M | -17.0% | -76.9% | +59.9% | -14.9% |
| YTD | -15.4% | -83.3% | +67.9% | -13.3% |
| 1Y | -10.0% | -87.4% | +77.4% | -7.2% |
| 3Y | +82.2% | +61.9% | +20.3% | +67.1% |
| All | +57.5% | -82.3% | +139.8% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling