+26.6%
BA vs CHRW
+126.6%
-100.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -3.4% | +3.4% | +0.9% |
| 30D | -8.9% | -9.4% | +0.4% | -7.0% |
| 3M | -25.5% | -12.6% | -12.9% | -23.5% |
| 6M | -27.0% | -24.2% | -2.8% | -23.2% |
| YTD | -20.1% | -18.9% | -1.3% | -19.0% |
| 1Y | -11.0% | -13.7% | +2.7% | -11.5% |
| 3Y | -11.8% | +72.6% | -84.4% | -34.8% |
| 5Y | -20.6% | +55.6% | -76.2% | -41.2% |
| 10Y | +26.6% | +122.7% | -96.1% | -19.8% |
| All | +26.6% | +126.6% | -100.0% | -19.8% |
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