+349.8%
EWZ vs CHRW
+1,443.8%
-1,094.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.6% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -24.5% | -7.3% | -17.2% | -22.7% |
| 3M | -10.7% | -14.2% | +3.5% | -6.9% |
| 6M | -19.1% | -25.1% | +6.0% | -12.7% |
| YTD | +1.6% | -21.2% | +22.8% | +5.4% |
| 1Y | +4.3% | -14.2% | +18.5% | +4.2% |
| 3Y | +19.0% | +63.5% | -44.5% | -15.3% |
| 5Y | +57.7% | +49.6% | +8.1% | +11.9% |
| 10Y | +51.3% | +129.4% | -78.0% | -17.5% |
| All | +349.8% | +1,443.8% | -1,094.0% | +22.6% |
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