+4,266.9%
CHRW vs EWJ
+215.7%
+4,051.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -1.4% | +2.5% | -3.9% | -2.5% |
| 30D | -3.5% | +3.3% | -6.7% | -4.9% |
| 3M | -19.4% | +5.0% | -24.4% | -21.7% |
| 6M | -21.4% | +11.5% | -32.9% | -25.8% |
| YTD | -7.1% | +22.4% | -29.5% | -16.3% |
| 1Y | +17.8% | +30.2% | -12.4% | +3.1% |
| 3Y | +78.8% | +72.8% | +6.0% | +34.8% |
| 5Y | +83.5% | +54.1% | +29.4% | +45.2% |
| 10Y | +160.2% | +140.6% | +19.6% | +65.7% |
| All | +4,266.9% | +215.7% | +4,051.1% | +2,053.1% |
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