-11.1%
CHRW vs EWJ
+18.0%
-29.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.1% |
| 7D | +4.9% | -1.2% | +6.1% | +5.2% |
| 30D | -4.8% | -5.5% | +0.7% | -3.7% |
| 3M | -13.1% | -0.8% | -12.3% | -13.2% |
| 6M | -16.3% | +7.1% | -23.4% | -18.7% |
| YTD | -15.8% | +16.9% | -32.7% | -23.9% |
| 1Y | -11.1% | +18.2% | -29.3% | -20.4% |
| All | -11.1% | +18.0% | -29.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling