+86.6%
EMR vs CHRW
+63.9%
+22.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.3% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | +2.0% | -7.3% | +9.3% | +3.1% |
| 3M | +3.8% | -14.2% | +18.0% | +6.2% |
| 6M | +10.5% | -25.1% | +35.6% | +14.9% |
| YTD | +23.7% | -21.2% | +44.9% | +27.1% |
| 1Y | +25.4% | -14.2% | +39.6% | +26.7% |
| 3Y | +86.6% | +63.5% | +23.0% | +72.5% |
| All | +86.6% | +63.9% | +22.6% | +72.5% |
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