+86.0%
CHRW vs EWJ
+73.3%
+12.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.9% | +2.9% | -0.9% | +1.1% |
| 30D | +0.9% | +1.1% | -0.2% | +0.6% |
| 3M | -19.9% | +7.1% | -27.0% | -21.5% |
| 6M | -15.8% | +16.2% | -32.0% | -19.8% |
| YTD | -5.6% | +22.0% | -27.6% | -11.6% |
| 1Y | +21.0% | +26.2% | -5.2% | +12.1% |
| 3Y | +86.0% | +73.5% | +12.6% | +50.2% |
| All | +86.0% | +73.3% | +12.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling