+236.1%
EW vs CHRW
+126.6%
+109.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | -3.4% | +12.7% | +9.9% |
| 30D | +22.1% | -9.4% | +31.4% | +24.1% |
| 3M | +13.0% | -12.6% | +25.7% | +15.2% |
| 6M | +30.1% | -24.2% | +54.2% | +35.2% |
| YTD | +22.0% | -18.9% | +40.9% | +23.8% |
| 1Y | +23.7% | -13.7% | +37.4% | +23.7% |
| 3Y | +62.0% | +72.6% | -10.6% | +31.7% |
| 5Y | -12.4% | +55.6% | -68.0% | -28.5% |
| 10Y | +236.1% | +122.7% | +113.3% | +142.0% |
| All | +236.1% | +126.6% | +109.5% | +142.0% |
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