+96.8%
CHRW vs EOSE
-57.1%
+153.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.2% | +1.5% |
| 7D | +1.9% | +41.4% | -39.5% | +1.3% |
| 30D | +0.9% | +3.6% | -2.7% | +0.8% |
| 3M | -19.9% | -35.7% | +15.9% | -19.3% |
| 6M | -15.8% | -29.9% | +14.1% | -15.7% |
| YTD | -5.6% | -62.5% | +56.9% | -4.7% |
| 1Y | +21.0% | -37.4% | +58.4% | +20.4% |
| 3Y | +86.0% | +55.8% | +30.2% | +76.1% |
| 5Y | +88.6% | -67.8% | +156.4% | +69.6% |
| All | +96.8% | -57.1% | +153.9% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling