+395.7%
EFA vs CHRW
+1,458.7%
-1,063.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | +0.9% | -3.5% | +4.3% | +1.8% |
| 3M | +4.9% | -19.4% | +24.3% | +10.7% |
| 6M | +8.6% | -21.4% | +29.9% | +14.9% |
| YTD | +14.6% | -7.1% | +21.7% | +13.8% |
| 1Y | +22.6% | +17.8% | +4.8% | +11.3% |
| 3Y | +66.5% | +78.8% | -12.3% | +26.1% |
| 5Y | +54.5% | +83.5% | -29.0% | +12.1% |
| 10Y | +144.8% | +160.2% | -15.5% | +47.0% |
| All | +395.7% | +1,458.7% | -1,063.0% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling