+31.8%
BA vs CHRW
+127.5%
-95.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -7.9% | -7.3% | -0.6% | -6.6% |
| 3M | -25.3% | -14.2% | -11.1% | -22.9% |
| 6M | -24.6% | -25.1% | +0.5% | -20.5% |
| YTD | -20.1% | -21.2% | +1.0% | -18.4% |
| 1Y | -11.8% | -14.2% | +2.4% | -12.2% |
| 3Y | -10.1% | +63.5% | -73.6% | -32.4% |
| 5Y | -22.7% | +49.6% | -72.3% | -42.1% |
| All | +31.8% | +127.5% | -95.7% | -18.2% |
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