+28.1%
BA vs CHRW
+131.6%
-103.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.3% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -9.5% | -9.4% | -0.1% | -7.5% |
| 3M | -26.5% | -13.3% | -13.2% | -24.3% |
| 6M | -27.4% | -24.2% | -3.2% | -23.7% |
| YTD | -20.6% | -18.9% | -1.7% | -19.4% |
| 1Y | -11.4% | -12.4% | +0.9% | -12.3% |
| 3Y | -10.8% | +72.2% | -83.1% | -34.0% |
| 5Y | -21.9% | +53.4% | -75.3% | -41.8% |
| 10Y | +28.1% | +127.0% | -98.8% | -20.3% |
| All | +28.1% | +131.6% | -103.5% | -20.3% |
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