+91.0%
EEM vs CHRW
+86.2%
+4.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +3.1% | +1.9% | +1.1% | +2.9% |
| 30D | +4.9% | +0.9% | +3.9% | +4.7% |
| 3M | +5.2% | -19.9% | +25.1% | +7.2% |
| 6M | +20.7% | -15.8% | +36.5% | +22.0% |
| YTD | +26.5% | -5.6% | +32.0% | +26.0% |
| 1Y | +37.8% | +21.0% | +16.8% | +33.7% |
| 3Y | +91.0% | +86.0% | +4.9% | +71.9% |
| All | +91.0% | +86.2% | +4.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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