+3,856.4%
CHRW vs EWJ
+196.0%
+3,660.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | -0.1% | -1.9% | +1.8% | +0.8% |
| 30D | -4.3% | -5.3% | +1.1% | -1.8% |
| 3M | -7.4% | -4.3% | -3.1% | -5.7% |
| 6M | -20.7% | +0.4% | -21.1% | -21.5% |
| YTD | -15.9% | +14.7% | -30.6% | -21.9% |
| 1Y | -9.9% | +14.7% | -24.6% | -16.4% |
| 3Y | +79.0% | +66.2% | +12.8% | +37.3% |
| 5Y | +61.3% | +50.2% | +11.1% | +29.0% |
| 10Y | +128.5% | +127.1% | +1.5% | +49.3% |
| All | +3,856.4% | +196.0% | +3,660.4% | +1,907.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling