+177.7%
CHRW vs EWJ
+139.2%
+38.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +4.4% | -1.5% | +5.8% | +5.1% |
| 30D | +5.5% | +0.2% | +5.3% | +5.3% |
| 3M | -17.3% | +8.6% | -25.8% | -21.0% |
| 6M | -12.7% | +12.1% | -24.8% | -18.0% |
| YTD | -4.1% | +20.1% | -24.2% | -13.3% |
| 1Y | +21.2% | +25.2% | -3.9% | +7.2% |
| 3Y | +88.9% | +70.8% | +18.1% | +38.6% |
| 5Y | +93.1% | +49.2% | +43.9% | +51.4% |
| All | +177.7% | +139.2% | +38.5% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling