+122.7%
CHRW vs ESI
+306.3%
-183.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | -6.6% | +3.2% | -1.9% |
| 30D | -9.4% | -9.8% | +0.5% | -7.5% |
| 3M | -12.6% | -11.9% | -0.7% | -10.6% |
| 6M | -24.2% | -25.1% | +0.9% | -20.0% |
| YTD | -18.9% | +31.9% | -50.8% | -26.5% |
| 1Y | -13.7% | +19.2% | -32.9% | -19.9% |
| 3Y | +72.6% | +76.2% | -3.6% | +42.3% |
| 5Y | +55.6% | +39.4% | +16.2% | +32.6% |
| 10Y | +122.7% | +304.9% | -182.2% | +48.3% |
| All | +122.7% | +306.3% | -183.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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