+49.5%
EQT vs CHRW
+182.4%
-132.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -1.2% | +4.4% | -5.5% | -2.3% |
| 30D | +1.1% | +5.5% | -4.4% | -0.4% |
| 3M | +4.8% | -17.3% | +22.0% | +9.1% |
| 6M | -10.6% | -12.7% | +2.1% | -8.9% |
| YTD | +3.4% | -4.1% | +7.6% | +1.6% |
| 1Y | +8.7% | +21.2% | -12.6% | -1.5% |
| 3Y | +35.0% | +88.9% | -53.9% | +2.2% |
| 5Y | +204.2% | +93.1% | +111.2% | +125.8% |
| All | +49.5% | +182.4% | -132.9% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling