+178.3%
CHRW vs EVRG
+113.9%
+64.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +4.6% | -1.2% | +5.8% | +4.9% |
| 3M | -19.7% | -0.6% | -19.1% | -19.6% |
| 6M | -12.4% | +2.4% | -14.8% | -13.0% |
| YTD | -3.9% | +15.5% | -19.4% | -7.7% |
| 1Y | +18.4% | +16.8% | +1.6% | +13.4% |
| 3Y | +88.8% | +75.0% | +13.8% | +62.1% |
| 5Y | +93.5% | +49.3% | +44.2% | +71.9% |
| All | +178.3% | +113.9% | +64.4% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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