+65.9%
EW vs CHRW
+80.1%
-14.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +4.9% | +7.3% | -2.4% | +4.5% |
| 30D | +23.9% | -3.6% | +27.5% | +24.1% |
| 3M | +15.8% | -9.6% | +25.3% | +16.1% |
| 6M | +31.7% | -17.0% | +48.7% | +32.3% |
| YTD | +25.7% | -15.4% | +41.1% | +26.1% |
| 1Y | +24.4% | -10.0% | +34.4% | +24.4% |
| 3Y | +65.9% | +82.2% | -16.3% | +57.1% |
| All | +65.9% | +80.1% | -14.3% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling