+71.4%
BAC vs CHRW
+83.1%
-11.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.4% |
| 30D | -0.4% | -3.5% | +3.1% | +0.2% |
| 3M | +16.9% | -19.4% | +36.3% | +21.3% |
| 6M | +26.6% | -21.4% | +48.0% | +31.6% |
| YTD | +15.8% | -7.1% | +22.9% | +15.3% |
| 1Y | +27.2% | +17.8% | +9.3% | +18.8% |
| 3Y | +132.4% | +78.8% | +53.6% | +92.3% |
| All | +71.4% | +83.1% | -11.6% | +41.6% |
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 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