+4,266.9%
CHRW vs EVRG
+822.7%
+3,444.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | -3.5% | -1.0% | -2.5% | -3.1% |
| 3M | -19.4% | +0.4% | -19.8% | -19.5% |
| 6M | -21.4% | -0.8% | -20.5% | -21.3% |
| YTD | -7.1% | +15.3% | -22.5% | -11.6% |
| 1Y | +17.8% | +17.9% | -0.1% | +11.3% |
| 3Y | +78.8% | +71.9% | +6.8% | +48.4% |
| 5Y | +83.5% | +45.3% | +38.3% | +59.2% |
| 10Y | +160.2% | +113.1% | +47.2% | +89.8% |
| All | +4,266.9% | +822.7% | +3,444.2% | +1,980.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling