+263.2%
BAC vs CHRW
+127.5%
+135.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -7.7% | -7.3% | -0.4% | -5.9% |
| 3M | -21.2% | -14.2% | -7.0% | -18.2% |
| 6M | -6.8% | -25.1% | +18.2% | -0.6% |
| YTD | -8.7% | -21.2% | +12.5% | -5.6% |
| 1Y | -5.3% | -14.2% | +8.9% | -5.2% |
| 3Y | +87.4% | +63.5% | +23.9% | +39.9% |
| 5Y | +18.9% | +49.6% | -30.7% | -11.5% |
| All | +263.2% | +127.5% | +135.7% | +97.9% |
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