+129.9%
CHRW vs ES
+98.2%
+31.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +7.3% | +2.7% | +4.6% | +6.6% |
| 30D | -3.6% | +7.6% | -11.2% | -5.3% |
| 3M | -9.6% | +0.5% | -10.1% | -9.8% |
| 6M | -17.0% | +7.6% | -24.6% | -18.6% |
| YTD | -15.4% | +10.2% | -25.6% | -17.8% |
| 1Y | -10.0% | +1.8% | -11.8% | -11.1% |
| 3Y | +82.2% | +55.4% | +26.8% | +59.2% |
| 5Y | +59.4% | +7.3% | +52.0% | +52.5% |
| All | +129.9% | +98.2% | +31.7% | +107.3% |
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