+164.0%
CHRW vs ES
+84.4%
+79.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.5% | -2.0% | -1.5% | -3.0% |
| 3M | -19.4% | +1.7% | -21.1% | -19.8% |
| 6M | -21.4% | -3.5% | -17.8% | -20.8% |
| YTD | -7.1% | +7.9% | -15.0% | -9.2% |
| 1Y | +17.8% | +17.2% | +0.7% | +12.3% |
| 3Y | +78.8% | +29.3% | +49.5% | +63.9% |
| 5Y | +83.5% | -5.7% | +89.3% | +81.4% |
| All | +164.0% | +84.4% | +79.6% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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