+500.2%
CHRW vs ET
+1,438.5%
-938.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | +3.5% | +0.2% | +3.2% | +3.4% |
| 30D | +4.6% | +2.9% | +1.7% | +4.1% |
| 3M | -19.7% | +16.8% | -36.5% | -21.6% |
| 6M | -12.4% | +18.9% | -31.3% | -14.8% |
| YTD | -3.9% | +37.7% | -41.6% | -8.6% |
| 1Y | +18.4% | +32.4% | -14.1% | +13.1% |
| 3Y | +88.8% | +99.5% | -10.6% | +68.9% |
| 5Y | +93.5% | +244.0% | -150.4% | +59.0% |
| 10Y | +178.8% | +172.1% | +6.7% | +125.2% |
| All | +500.2% | +1,438.5% | -938.3% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling