+387.2%
BE vs CHRW
+49.0%
+338.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.2% |
| 7D | -14.7% | +0.6% | -15.3% | -14.7% |
| 30D | -40.5% | -7.3% | -33.2% | -39.3% |
| 3M | -24.3% | -14.2% | -10.2% | -21.1% |
| 6M | -39.3% | -25.1% | -14.2% | -34.9% |
| YTD | +99.4% | -21.2% | +120.5% | +108.1% |
| 1Y | +26.6% | -14.2% | +40.7% | +27.9% |
| 3Y | +1,616.9% | +63.5% | +1,553.4% | +1,088.6% |
| All | +387.2% | +49.0% | +338.2% | +270.8% |
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