+4,266.9%
CHRW vs ETR
+2,513.9%
+1,753.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | -3.5% | +1.0% | -4.4% | -3.7% |
| 3M | -19.4% | -1.3% | -18.1% | -19.2% |
| 6M | -21.4% | +1.9% | -23.3% | -22.1% |
| YTD | -7.1% | +18.2% | -25.3% | -11.6% |
| 1Y | +17.8% | +24.7% | -6.9% | +10.6% |
| 3Y | +78.8% | +150.7% | -71.9% | +37.6% |
| 5Y | +83.5% | +127.0% | -43.5% | +43.8% |
| 10Y | +160.2% | +295.5% | -135.2% | +70.2% |
| All | +4,266.9% | +2,513.9% | +1,753.0% | +2,425.1% |
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