+7,328.4%
EW vs CHRW
+1,841.2%
+5,487.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | +11.0% | +0.6% | +10.4% | +10.8% |
| 30D | +19.1% | -7.3% | +26.4% | +20.6% |
| 3M | +14.4% | -14.2% | +28.5% | +17.2% |
| 6M | +22.8% | -25.1% | +47.8% | +28.3% |
| YTD | +19.8% | -21.2% | +41.0% | +22.9% |
| 1Y | +23.9% | -14.2% | +38.1% | +24.7% |
| 3Y | +52.2% | +63.5% | -11.3% | +28.9% |
| 5Y | -13.9% | +49.6% | -63.5% | -26.7% |
| 10Y | +241.9% | +129.4% | +112.5% | +159.5% |
| All | +7,328.4% | +1,841.2% | +5,487.2% | +3,909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling