+186.8%
CHRW vs ESI
+197.1%
-10.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.0% |
| 7D | +0.2% | -3.5% | +3.7% | +0.8% |
| 30D | -9.4% | -9.3% | -0.1% | -8.1% |
| 3M | -13.3% | -12.8% | -0.5% | -11.6% |
| 6M | -24.2% | -24.6% | +0.5% | -21.2% |
| YTD | -18.9% | +32.7% | -51.6% | -24.2% |
| 1Y | -12.4% | +20.3% | -32.7% | -16.8% |
| 3Y | +72.2% | +80.2% | -8.0% | +51.1% |
| 5Y | +53.4% | +40.0% | +13.4% | +38.0% |
| 10Y | +127.0% | +310.8% | -183.8% | +75.6% |
| All | +186.8% | +197.1% | -10.3% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling