+18.4%
CHRW vs EWJ
+26.9%
-8.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +4.6% | +0.8% | +3.8% | +4.4% |
| 3M | -19.7% | +7.5% | -27.2% | -21.0% |
| 6M | -12.4% | +15.6% | -28.0% | -16.7% |
| YTD | -3.9% | +22.7% | -26.6% | -12.1% |
| 1Y | +18.4% | +26.4% | -8.0% | +6.6% |
| All | +18.4% | +26.9% | -8.6% | +6.6% |
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