+177.7%
CHRW vs ET
+179.3%
-1.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | +5.5% | +4.6% | +0.9% | +4.7% |
| 3M | -17.3% | +16.0% | -33.3% | -19.3% |
| 6M | -12.7% | +22.8% | -35.5% | -15.8% |
| YTD | -4.1% | +38.9% | -43.0% | -9.5% |
| 1Y | +21.2% | +34.1% | -12.8% | +15.0% |
| 3Y | +88.9% | +98.8% | -9.9% | +66.8% |
| 5Y | +93.1% | +246.8% | -153.7% | +55.8% |
| All | +177.7% | +179.3% | -1.7% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling