+54.9%
CHRW vs ESTC
+23.0%
+31.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.6% | -2.5% |
| 7D | +0.6% | -11.5% | +12.1% | +1.7% |
| 30D | -7.3% | -7.5% | +0.3% | -6.7% |
| 3M | -14.2% | +23.1% | -37.2% | -16.2% |
| 6M | -25.1% | +75.3% | -100.4% | -29.5% |
| YTD | -21.2% | +14.1% | -35.3% | -23.2% |
| 1Y | -14.2% | -0.6% | -13.6% | -15.4% |
| 3Y | +63.5% | +20.8% | +42.7% | +53.1% |
| 5Y | +49.6% | -48.8% | +98.3% | +46.6% |
| All | +54.9% | +23.0% | +31.9% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling