+239.8%
EW vs CHRW
+131.6%
+108.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.0% |
| 7D | +12.3% | +0.2% | +12.1% | +12.2% |
| 30D | +22.9% | -9.4% | +32.2% | +24.9% |
| 3M | +16.7% | -13.3% | +30.0% | +19.1% |
| 6M | +31.0% | -24.2% | +55.1% | +36.1% |
| YTD | +22.8% | -18.9% | +41.7% | +24.6% |
| 1Y | +25.6% | -12.4% | +37.9% | +25.2% |
| 3Y | +62.0% | +72.2% | -10.3% | +31.8% |
| 5Y | -12.8% | +53.4% | -66.1% | -28.5% |
| 10Y | +239.8% | +127.0% | +112.8% | +140.4% |
| All | +239.8% | +131.6% | +108.2% | +140.4% |
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