+59.4%
CHRW vs ESTC
+28.9%
+30.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +2.5% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -9.4% | -8.1% | -1.2% | -8.8% |
| 3M | -13.3% | +20.2% | -33.4% | -15.1% |
| 6M | -24.2% | +72.7% | -96.9% | -28.5% |
| YTD | -18.9% | +19.6% | -38.5% | -21.3% |
| 1Y | -12.4% | +0.3% | -12.6% | -13.7% |
| 3Y | +72.2% | +22.8% | +49.4% | +61.1% |
| 5Y | +53.4% | -50.9% | +104.2% | +51.0% |
| All | +59.4% | +28.9% | +30.5% | +30.0% |
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