+66.1%
CHRW vs ESTC
+27.2%
+38.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +4.7% | +5.8% | -1.0% | +4.2% |
| 30D | -2.6% | -5.6% | +3.0% | -2.2% |
| 3M | -8.0% | +15.4% | -23.4% | -9.7% |
| 6M | -19.0% | +77.8% | -96.8% | -23.9% |
| YTD | -15.5% | +18.1% | -33.5% | -17.9% |
| 1Y | -10.8% | -3.7% | -7.1% | -11.8% |
| 3Y | +79.8% | +16.9% | +62.9% | +69.0% |
| 5Y | +59.3% | -51.2% | +110.5% | +56.9% |
| All | +66.1% | +27.2% | +38.8% | +35.6% |
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