+391.8%
BAC vs CHRW
+168.2%
+223.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.0% |
| 7D | +1.2% | +1.9% | -0.8% | +0.5% |
| 30D | -0.7% | +0.9% | -1.7% | -1.2% |
| 3M | +16.9% | -19.9% | +36.8% | +23.9% |
| 6M | +29.6% | -15.8% | +45.4% | +34.2% |
| YTD | +15.3% | -5.6% | +20.8% | +13.7% |
| 1Y | +28.8% | +21.0% | +7.8% | +14.8% |
| 3Y | +136.4% | +86.0% | +50.4% | +72.1% |
| 5Y | +72.9% | +88.6% | -15.7% | +19.4% |
| 10Y | +391.8% | +169.3% | +222.5% | +168.6% |
| All | +391.8% | +168.2% | +223.6% | +168.6% |
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