+316.4%
BAC vs CHRW
+4,173.0%
-3,856.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | -0.4% | -3.5% | +3.1% | +0.8% |
| 3M | +16.9% | -19.4% | +36.3% | +24.9% |
| 6M | +26.6% | -21.4% | +48.0% | +35.6% |
| YTD | +15.8% | -7.1% | +22.9% | +15.1% |
| 1Y | +27.2% | +17.8% | +9.3% | +13.4% |
| 3Y | +132.4% | +78.8% | +53.6% | +68.2% |
| 5Y | +72.6% | +83.5% | -10.9% | +19.5% |
| 10Y | +389.7% | +160.2% | +229.5% | +184.5% |
| All | +316.4% | +4,173.0% | -3,856.6% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling