+23.4%
BA vs CHRW
+128.5%
-105.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.6% | +4.7% | -5.3% | -1.7% |
| 30D | -8.0% | -2.6% | -5.4% | -7.8% |
| 3M | -25.8% | -8.0% | -17.8% | -24.8% |
| 6M | -27.6% | -19.0% | -8.6% | -25.2% |
| YTD | -21.0% | -15.5% | -5.5% | -20.7% |
| 1Y | -12.3% | -10.8% | -1.4% | -13.4% |
| 3Y | -12.8% | +79.8% | -92.6% | -36.1% |
| 5Y | -22.4% | +59.3% | -81.6% | -42.6% |
| All | +23.4% | +128.5% | -105.2% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling