-9.9%
CHRW vs ESTC
-5.7%
-4.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.1% | -2.6% | +2.6% | +0.1% |
| 30D | -4.3% | -8.6% | +4.3% | -3.9% |
| 3M | -7.4% | +14.4% | -21.8% | -8.3% |
| 6M | -20.7% | +73.3% | -94.0% | -23.6% |
| YTD | -15.9% | +15.7% | -31.6% | -18.7% |
| 1Y | -9.9% | -7.6% | -2.3% | -12.7% |
| All | -9.9% | -5.7% | -4.2% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling