+129.8%
CHRW vs EVRG
+123.3%
+6.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.7% | +1.0% | +3.8% | +4.5% |
| 30D | -2.6% | +7.5% | -10.1% | -4.4% |
| 3M | -8.0% | +6.8% | -14.8% | -9.6% |
| 6M | -19.0% | +7.7% | -26.8% | -20.6% |
| YTD | -15.5% | +24.9% | -40.3% | -20.5% |
| 1Y | -10.8% | +18.1% | -28.9% | -14.9% |
| 3Y | +79.8% | +101.9% | -22.1% | +48.9% |
| 5Y | +59.3% | +67.0% | -7.7% | +37.5% |
| All | +129.8% | +123.3% | +6.5% | +80.8% |
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