+177.7%
CHRW vs ETR
+298.4%
-120.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | +4.4% | -1.9% | +6.3% | +4.8% |
| 30D | +5.5% | -0.2% | +5.7% | +5.5% |
| 3M | -17.3% | -3.7% | -13.5% | -16.7% |
| 6M | -12.7% | +2.1% | -14.7% | -13.4% |
| YTD | -4.1% | +16.5% | -20.6% | -7.8% |
| 1Y | +21.2% | +22.5% | -1.3% | +15.2% |
| 3Y | +88.9% | +144.7% | -55.8% | +50.3% |
| 5Y | +93.1% | +125.2% | -32.1% | +55.9% |
| All | +177.7% | +298.4% | -120.7% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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