+1,938.3%
EQT vs CHRW
+4,244.2%
-2,305.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -0.8% | +1.9% | -2.8% | -1.4% |
| 30D | +6.6% | +0.9% | +5.7% | +6.3% |
| 3M | +4.4% | -19.9% | +24.2% | +9.4% |
| 6M | -10.5% | -15.8% | +5.3% | -8.0% |
| YTD | +3.7% | -5.6% | +9.3% | +2.8% |
| 1Y | +9.9% | +21.0% | -11.2% | +1.1% |
| 3Y | +35.4% | +86.0% | -50.7% | +7.9% |
| 5Y | +189.2% | +88.6% | +100.6% | +128.0% |
| 10Y | +50.7% | +169.3% | -118.6% | +5.5% |
| All | +1,938.3% | +4,244.2% | -2,305.9% | +883.1% |
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