+121.7%
EW vs CHRW
+168.2%
-46.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.9% |
| 7D | -4.4% | +1.9% | -6.4% | -4.8% |
| 30D | -3.3% | +0.9% | -4.3% | -3.6% |
| 3M | +1.0% | -19.9% | +20.9% | +5.0% |
| 6M | +6.2% | -15.8% | +22.0% | +8.7% |
| YTD | +1.7% | -5.6% | +7.3% | +0.8% |
| 1Y | +8.1% | +21.0% | -12.9% | +0.5% |
| 3Y | +17.1% | +86.0% | -69.0% | -5.6% |
| 5Y | -29.4% | +88.6% | -118.0% | -45.2% |
| 10Y | +121.7% | +169.3% | -47.6% | +31.9% |
| All | +121.7% | +168.2% | -46.5% | +31.9% |
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 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