+73.5%
BA vs CHRW
+160.8%
-87.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | -11.6% | -3.5% | -8.2% | -10.9% |
| 3M | -2.4% | -19.4% | +17.0% | +2.0% |
| 6M | -6.6% | -21.4% | +14.7% | -2.1% |
| YTD | -2.2% | -7.1% | +4.9% | -3.5% |
| 1Y | -8.0% | +17.8% | -25.8% | -16.9% |
| 3Y | -5.0% | +78.8% | -83.8% | -28.8% |
| 5Y | -2.7% | +83.5% | -86.2% | -31.1% |
| All | +73.5% | +160.8% | -87.4% | +6.0% |
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 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