+2.1%
EWZ vs CHRW
-11.0%
+13.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.8% | +7.3% | -6.5% | +0.8% |
| 30D | -24.4% | -3.6% | -20.8% | -24.4% |
| 3M | -4.6% | -9.6% | +5.0% | -5.2% |
| 6M | -11.6% | -17.0% | +5.4% | -12.5% |
| YTD | +2.4% | -15.4% | +17.8% | +0.1% |
| 1Y | +2.1% | -10.0% | +12.1% | -1.4% |
| All | +2.1% | -11.0% | +13.1% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling