-5.3%
BAC vs CHRW
-16.7%
+11.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -7.7% | -7.3% | -0.4% | -7.1% |
| 3M | -21.2% | -14.2% | -7.0% | -20.3% |
| 6M | -6.8% | -25.1% | +18.2% | -5.6% |
| YTD | -8.7% | -21.2% | +12.5% | -9.9% |
| 1Y | -5.3% | -14.2% | +8.9% | -9.9% |
| All | -5.3% | -16.7% | +11.4% | -9.9% |
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 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