+49.6%
EFA vs CHRW
+62.5%
-12.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +1.3% | +4.7% | -3.5% | +0.7% |
| 30D | +0.5% | -2.6% | +3.1% | +0.7% |
| 3M | -4.1% | -8.0% | +3.9% | -3.6% |
| 6M | +2.4% | -19.0% | +21.4% | +4.0% |
| YTD | +10.0% | -15.5% | +25.5% | +10.4% |
| 1Y | +11.4% | -10.8% | +22.2% | +10.9% |
| 3Y | +65.4% | +79.8% | -14.4% | +44.8% |
| 5Y | +49.6% | +59.3% | -9.7% | +34.1% |
| All | +49.6% | +62.5% | -12.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling