-22.1%
BA vs CHRW
+49.0%
-71.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -7.9% | -7.3% | -0.6% | -7.3% |
| 3M | -25.3% | -14.2% | -11.1% | -24.2% |
| 6M | -24.6% | -25.1% | +0.5% | -22.7% |
| YTD | -20.1% | -21.2% | +1.0% | -19.5% |
| 1Y | -11.8% | -14.2% | +2.4% | -12.3% |
| 3Y | -10.1% | +63.5% | -73.6% | -23.9% |
| All | -22.1% | +49.0% | -71.1% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling