+65.3%
CHRW vs ESTC
+24.7%
+40.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.1% | -2.6% | +2.6% | +0.2% |
| 30D | -4.3% | -8.6% | +4.3% | -3.6% |
| 3M | -7.4% | +14.4% | -21.8% | -9.0% |
| 6M | -20.7% | +73.3% | -94.0% | -25.3% |
| YTD | -15.9% | +15.7% | -31.6% | -18.1% |
| 1Y | -9.9% | -7.6% | -2.3% | -10.6% |
| 3Y | +79.0% | +14.6% | +64.4% | +68.6% |
| 5Y | +61.3% | -50.0% | +111.4% | +58.5% |
| All | +65.3% | +24.7% | +40.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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