+1,063.5%
EMR vs CHRW
+4,173.0%
-3,109.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -5.6% | -3.5% | -2.2% | -4.6% |
| 3M | +7.9% | -19.4% | +27.3% | +14.3% |
| 6M | +6.0% | -21.4% | +27.4% | +12.6% |
| YTD | +16.4% | -7.1% | +23.6% | +16.6% |
| 1Y | +16.6% | +17.8% | -1.2% | +7.0% |
| 3Y | +62.9% | +78.8% | -15.9% | +26.3% |
| 5Y | +60.1% | +83.5% | -23.4% | +20.1% |
| 10Y | +268.8% | +160.2% | +108.5% | +141.3% |
| All | +1,063.5% | +4,173.0% | -3,109.5% | +307.1% |
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 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