-12.3%
BA vs CHRW
-9.5%
-2.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -0.6% | +4.7% | -5.3% | -0.7% |
| 30D | -8.0% | -2.6% | -5.4% | -8.0% |
| 3M | -25.8% | -8.0% | -17.8% | -25.6% |
| 6M | -27.6% | -19.0% | -8.6% | -27.9% |
| YTD | -21.0% | -15.5% | -5.5% | -23.9% |
| 1Y | -12.3% | -10.8% | -1.4% | -15.7% |
| All | -12.3% | -9.5% | -2.7% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling