+120.5%
ETN vs CHRW
+58.8%
+61.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +3.6% | +7.3% | -3.7% | +2.6% |
| 30D | -13.4% | -3.6% | -9.8% | -13.1% |
| 3M | -21.9% | -9.6% | -12.3% | -21.2% |
| 6M | -12.8% | -17.0% | +4.2% | -11.5% |
| YTD | +12.1% | -15.4% | +27.5% | +12.5% |
| 1Y | +0.8% | -10.0% | +10.8% | 0.0% |
| 3Y | +64.5% | +82.2% | -17.7% | +39.1% |
| All | +120.5% | +58.8% | +61.8% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling