+641.7%
BE vs CHRW
+72.7%
+568.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -13.4% | -3.4% | -10.0% | -12.1% |
| 30D | -33.9% | -9.4% | -24.5% | -31.8% |
| 3M | -12.0% | -12.6% | +0.7% | -8.6% |
| 6M | -29.0% | -24.2% | -4.8% | -23.9% |
| YTD | +113.4% | -18.9% | +132.3% | +121.5% |
| 1Y | +33.2% | -13.7% | +46.9% | +35.2% |
| 3Y | +1,659.2% | +72.6% | +1,586.6% | +1,170.5% |
| 5Y | +461.4% | +55.6% | +405.8% | +331.4% |
| All | +641.7% | +72.7% | +568.9% | +377.4% |
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