+1,008.9%
BE vs CHRW
+101.0%
+907.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +8.0% | +9.1% |
| 7D | +29.8% | +1.9% | +27.8% | +29.0% |
| 30D | +26.4% | +0.9% | +25.5% | +26.0% |
| 3M | +9.3% | -19.9% | +29.2% | +17.0% |
| 6M | +105.1% | -15.8% | +120.9% | +113.7% |
| YTD | +219.0% | -5.6% | +224.6% | +217.2% |
| 1Y | +418.8% | +21.0% | +397.7% | +364.2% |
| 3Y | +1,784.6% | +86.0% | +1,698.5% | +1,253.1% |
| 5Y | +1,251.0% | +88.6% | +1,162.3% | +874.1% |
| All | +1,008.9% | +101.0% | +907.9% | +583.9% |
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