+82.4%
CHRW vs ESTC
+31.2%
+51.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.5% |
| 7D | -1.4% | -8.1% | +6.7% | -0.7% |
| 30D | -3.5% | +31.7% | -35.1% | -6.2% |
| 3M | -19.4% | +41.1% | -60.4% | -22.3% |
| 6M | -21.4% | +77.1% | -98.4% | -26.1% |
| YTD | -7.1% | +21.7% | -28.8% | -9.9% |
| 1Y | +17.8% | +8.4% | +9.4% | +15.2% |
| 3Y | +78.8% | +23.6% | +55.2% | +67.2% |
| 5Y | +83.5% | -46.5% | +130.0% | +79.2% |
| All | +82.4% | +31.2% | +51.3% | +48.8% |
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