+26.8%
BA vs CHRW
+131.8%
-105.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.3% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -7.9% | -4.3% | -3.6% | -7.2% |
| 3M | -25.2% | -7.4% | -17.7% | -24.2% |
| 6M | -26.7% | -20.7% | -6.0% | -23.9% |
| YTD | -19.6% | -15.9% | -3.7% | -19.2% |
| 1Y | -10.6% | -9.9% | -0.7% | -12.1% |
| 3Y | -11.2% | +79.0% | -90.2% | -34.9% |
| 5Y | -20.4% | +61.3% | -81.8% | -41.6% |
| 10Y | +26.8% | +128.5% | -101.8% | -20.4% |
| All | +26.8% | +131.8% | -105.0% | -20.4% |
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