+129.9%
CHRW vs EWJ
+126.4%
+3.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +7.3% | +4.0% | +3.3% | +5.4% |
| 30D | -3.6% | -4.3% | +0.7% | -1.6% |
| 3M | -9.6% | -6.8% | -2.8% | -6.7% |
| 6M | -17.0% | -0.9% | -16.1% | -17.3% |
| YTD | -15.4% | +14.3% | -29.7% | -21.9% |
| 1Y | -10.0% | +15.3% | -25.3% | -17.3% |
| 3Y | +82.2% | +65.6% | +16.5% | +35.0% |
| 5Y | +59.4% | +47.5% | +11.9% | +24.8% |
| All | +129.9% | +126.4% | +3.6% | +48.2% |
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