+3,856.4%
CHRW vs EVRG
+899.6%
+2,956.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.1% | +2.5% | -2.5% | -0.9% |
| 30D | -4.3% | +8.4% | -12.7% | -6.8% |
| 3M | -7.4% | +8.6% | -16.0% | -9.9% |
| 6M | -20.7% | +7.7% | -28.4% | -22.7% |
| YTD | -15.9% | +25.0% | -40.8% | -22.0% |
| 1Y | -9.9% | +18.7% | -28.6% | -15.1% |
| 3Y | +79.0% | +102.1% | -23.1% | +41.1% |
| 5Y | +61.3% | +66.8% | -5.5% | +33.8% |
| 10Y | +128.5% | +123.5% | +5.0% | +64.2% |
| All | +3,856.4% | +899.6% | +2,956.7% | +1,735.5% |
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