+140.4%
EFA vs CHRW
+182.4%
-42.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.1% |
| 7D | -2.4% | +4.4% | -6.7% | -3.1% |
| 30D | -2.2% | +5.5% | -7.7% | -3.2% |
| 3M | +5.7% | -17.3% | +22.9% | +8.6% |
| 6M | +8.2% | -12.7% | +20.8% | +9.7% |
| YTD | +11.8% | -4.1% | +15.9% | +10.6% |
| 1Y | +18.3% | +21.2% | -2.9% | +10.9% |
| 3Y | +64.9% | +88.9% | -24.0% | +37.0% |
| 5Y | +52.4% | +93.1% | -40.7% | +22.8% |
| All | +140.4% | +182.4% | -42.0% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling