+706.7%
ETN vs CHRW
+183.1%
+523.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.9% |
| 7D | +3.5% | +3.5% | +0.1% | +2.6% |
| 30D | -7.5% | +4.6% | -12.1% | -8.7% |
| 3M | +8.3% | -19.7% | +28.0% | +13.9% |
| 6M | +20.2% | -12.4% | +32.6% | +22.4% |
| YTD | +34.7% | -3.9% | +38.6% | +32.1% |
| 1Y | +19.4% | +18.4% | +1.1% | +8.8% |
| 3Y | +85.5% | +88.8% | -3.3% | +38.9% |
| 5Y | +186.6% | +93.5% | +93.1% | +103.3% |
| All | +706.7% | +183.1% | +523.6% | +369.3% |
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