+81.2%
CHRW vs ETR
+155.6%
-74.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -4.3% | +7.7% | -12.0% | -4.9% |
| 3M | -7.4% | +5.7% | -13.1% | -7.9% |
| 6M | -20.7% | -0.3% | -20.4% | -20.7% |
| YTD | -15.9% | +23.4% | -39.2% | -18.2% |
| 1Y | -9.9% | +18.5% | -28.4% | -11.9% |
| All | +81.2% | +155.6% | -74.4% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling