-14.6%
EW vs CHRW
+49.0%
-63.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +11.0% | +0.6% | +10.4% | +10.9% |
| 30D | +19.1% | -7.3% | +26.4% | +19.8% |
| 3M | +14.4% | -14.2% | +28.5% | +15.7% |
| 6M | +22.8% | -25.1% | +47.8% | +25.6% |
| YTD | +19.8% | -21.2% | +41.0% | +21.2% |
| 1Y | +23.9% | -14.2% | +38.1% | +23.8% |
| 3Y | +52.2% | +63.5% | -11.3% | +34.6% |
| All | -14.6% | +49.0% | -63.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling