+199.8%
EWT vs CHRW
+85.4%
+114.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.1% | +4.1% | -1.9% | +1.7% |
| 30D | +9.4% | +1.9% | +7.5% | +9.1% |
| 3M | +10.9% | -21.2% | +32.0% | +13.4% |
| 6M | +57.9% | -16.7% | +74.6% | +60.0% |
| YTD | +75.9% | -5.4% | +81.3% | +74.9% |
| 1Y | +89.7% | +21.2% | +68.5% | +82.4% |
| All | +199.8% | +85.4% | +114.4% | +167.3% |
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