+668.0%
BE vs CHRW
+80.1%
+587.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | +10.8% | +7.3% | +3.5% | +8.4% |
| 30D | -19.8% | -3.6% | -16.2% | -18.9% |
| 3M | -18.7% | -9.6% | -9.1% | -16.5% |
| 6M | -33.7% | -17.0% | -16.7% | -31.2% |
| YTD | +121.0% | -15.4% | +136.4% | +126.4% |
| 1Y | +85.4% | -10.0% | +95.4% | +85.6% |
| 3Y | +1,709.5% | +82.2% | +1,627.4% | +1,182.5% |
| 5Y | +462.2% | +59.4% | +402.8% | +329.0% |
| All | +668.0% | +80.1% | +587.9% | +388.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling