-3.4%
BAC vs CHRW
-12.5%
+9.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.0% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | -6.9% | -9.4% | +2.4% | -6.2% |
| 3M | -19.6% | -13.3% | -6.3% | -18.7% |
| 6M | -0.5% | -24.2% | +23.7% | +0.9% |
| YTD | -6.6% | -18.9% | +12.2% | -8.1% |
| All | -3.4% | -12.5% | +9.1% | -7.1% |
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 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