+52.3%
EWZ vs CHRW
+60.9%
-8.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | -25.5% | -4.3% | -21.2% | -25.2% |
| 3M | -4.5% | -7.4% | +2.9% | -4.4% |
| 6M | -15.3% | -20.7% | +5.4% | -14.0% |
| YTD | +3.1% | -15.9% | +18.9% | +3.2% |
| 1Y | +1.2% | -9.9% | +11.1% | +0.2% |
| 3Y | +19.3% | +79.0% | -59.7% | +2.3% |
| 5Y | +52.3% | +61.3% | -9.1% | +30.0% |
| All | +52.3% | +60.9% | -8.7% | +30.0% |
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