+72.2%
CHRW vs ESI
+77.3%
-5.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.9% |
| 7D | +0.2% | -3.5% | +3.7% | +0.9% |
| 30D | -9.4% | -9.3% | -0.1% | -7.8% |
| 3M | -13.3% | -12.8% | -0.5% | -11.2% |
| 6M | -24.2% | -24.6% | +0.5% | -20.2% |
| YTD | -18.9% | +32.7% | -51.6% | -27.7% |
| 1Y | -12.4% | +20.3% | -32.7% | -19.8% |
| 3Y | +72.2% | +80.2% | -8.0% | +27.2% |
| All | +72.2% | +77.3% | -5.1% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling