+4,525.7%
ETN vs CHRW
+4,244.2%
+281.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.1% | +2.2% |
| 7D | +8.0% | +1.9% | +6.1% | +7.4% |
| 30D | -5.9% | +0.9% | -6.9% | -6.3% |
| 3M | +5.0% | -19.9% | +24.8% | +11.2% |
| 6M | +22.4% | -15.8% | +38.2% | +26.6% |
| YTD | +33.6% | -5.6% | +39.2% | +32.0% |
| 1Y | +22.1% | +21.0% | +1.1% | +10.1% |
| 3Y | +85.6% | +86.0% | -0.4% | +39.7% |
| 5Y | +179.2% | +88.6% | +90.6% | +104.2% |
| 10Y | +687.3% | +169.3% | +518.0% | +399.2% |
| All | +4,525.7% | +4,244.2% | +281.5% | +1,615.9% |
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 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