+266.6%
EW vs CHRW
+128.5%
+138.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.9% | +4.7% | +0.2% | +4.0% |
| 30D | +24.1% | -2.6% | +26.7% | +24.4% |
| 3M | +13.7% | -8.0% | +21.7% | +14.7% |
| 6M | +32.7% | -19.0% | +51.7% | +36.1% |
| YTD | +24.1% | -15.5% | +39.6% | +25.0% |
| 1Y | +23.6% | -10.8% | +34.4% | +22.9% |
| 3Y | +64.8% | +79.8% | -15.0% | +32.9% |
| 5Y | -8.8% | +59.3% | -68.1% | -25.7% |
| All | +266.6% | +128.5% | +138.0% | +163.8% |
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