+22.6%
BAC vs CHRW
+58.8%
-36.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +3.2% | +7.3% | -4.0% | +1.8% |
| 30D | -0.7% | -3.6% | +2.9% | -0.2% |
| 3M | -20.0% | -9.6% | -10.4% | -18.9% |
| 6M | +3.4% | -17.0% | +20.4% | +5.5% |
| YTD | -5.7% | -15.4% | +9.7% | -5.0% |
| 1Y | -1.4% | -10.0% | +8.5% | -2.2% |
| 3Y | +97.9% | +82.2% | +15.8% | +60.8% |
| All | +22.6% | +58.8% | -36.2% | +5.0% |
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