+3,856.4%
CHRW vs ETR
+2,628.9%
+1,227.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -4.3% | +7.7% | -12.0% | -6.1% |
| 3M | -7.4% | +5.7% | -13.1% | -8.8% |
| 6M | -20.7% | -0.3% | -20.4% | -20.8% |
| YTD | -15.9% | +23.4% | -39.2% | -20.8% |
| 1Y | -9.9% | +18.5% | -28.4% | -14.3% |
| 3Y | +79.0% | +155.6% | -76.6% | +37.2% |
| 5Y | +61.3% | +158.7% | -97.4% | +22.3% |
| 10Y | +128.5% | +377.8% | -249.2% | +42.2% |
| All | +3,856.4% | +2,628.9% | +1,227.4% | +2,161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling