+116.0%
CHRW vs EQH
+226.9%
-110.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.1% | +1.1% | +3.0% | +3.8% |
| 30D | +1.9% | -1.1% | +3.0% | +2.1% |
| 3M | -21.2% | +25.0% | -46.2% | -25.6% |
| 6M | -16.7% | +33.9% | -50.5% | -22.9% |
| YTD | -5.4% | +11.6% | -16.9% | -8.6% |
| 1Y | +21.2% | +1.5% | +19.7% | +19.5% |
| 3Y | +86.5% | +96.7% | -10.2% | +56.2% |
| 5Y | +93.0% | +93.9% | -0.8% | +59.4% |
| All | +116.0% | +226.9% | -110.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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