+1,171.9%
EMR vs CHRW
+3,771.3%
-2,599.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.5% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +2.8% | -4.3% | +7.1% | +3.9% |
| 3M | +2.0% | -7.4% | +9.4% | +3.6% |
| 6M | +20.7% | -20.7% | +41.4% | +27.1% |
| YTD | +27.3% | -15.9% | +43.2% | +30.4% |
| 1Y | +31.0% | -9.9% | +40.9% | +31.2% |
| 3Y | +103.6% | +79.0% | +24.6% | +56.4% |
| 5Y | +88.6% | +61.3% | +27.2% | +46.4% |
| 10Y | +280.6% | +128.5% | +152.1% | +157.5% |
| All | +1,171.9% | +3,771.3% | -2,599.4% | +355.5% |
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 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