+6,438.2%
EW vs CHRW
+2,186.8%
+4,251.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +1.0% | -3.5% | +4.5% | +1.7% |
| 3M | +2.8% | -19.4% | +22.2% | +6.7% |
| 6M | +5.5% | -21.4% | +26.9% | +9.6% |
| YTD | +5.5% | -7.1% | +12.6% | +5.2% |
| 1Y | +11.0% | +17.8% | -6.8% | +4.7% |
| 3Y | +17.7% | +78.8% | -61.1% | -1.3% |
| 5Y | -25.7% | +83.5% | -109.3% | -39.1% |
| 10Y | +132.8% | +160.2% | -27.4% | +73.5% |
| All | +6,438.2% | +2,186.8% | +4,251.4% | +3,333.4% |
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