+83.3%
CHRW vs ESI
+81.9%
+1.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.4% |
| 7D | -1.4% | +3.3% | -4.7% | -2.1% |
| 30D | -3.5% | -5.9% | +2.4% | -2.3% |
| 3M | -19.4% | -14.1% | -5.3% | -17.1% |
| 6M | -21.4% | +6.6% | -27.9% | -24.1% |
| YTD | -7.1% | +45.0% | -52.2% | -18.1% |
| 1Y | +17.8% | +41.5% | -23.6% | +4.2% |
| All | +83.3% | +81.9% | +1.4% | +47.3% |
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 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