+78.2%
CHRW vs ESTC
+25.2%
+53.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.4% |
| 7D | -1.4% | -8.1% | +6.7% | -0.9% |
| 30D | -3.5% | +31.7% | -35.1% | -5.5% |
| 3M | -19.4% | +41.1% | -60.4% | -21.5% |
| 6M | -21.4% | +77.1% | -98.4% | -24.9% |
| YTD | -7.1% | +21.7% | -28.8% | -9.3% |
| 1Y | +17.8% | +8.4% | +9.4% | +15.8% |
| All | +78.2% | +25.2% | +53.0% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling