+18.0%
BAC vs CHRW
+49.0%
-31.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -7.7% | -7.3% | -0.4% | -6.5% |
| 3M | -21.2% | -14.2% | -7.0% | -19.3% |
| 6M | -6.8% | -25.1% | +18.2% | -3.0% |
| YTD | -8.7% | -21.2% | +12.5% | -6.7% |
| 1Y | -5.3% | -14.2% | +8.9% | -5.2% |
| 3Y | +87.4% | +63.5% | +23.9% | +56.3% |
| All | +18.0% | +49.0% | -31.0% | +2.6% |
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