+911.5%
BE vs CHRW
+97.7%
+813.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +7.0% |
| 7D | +20.0% | -1.4% | +21.4% | +20.6% |
| 30D | +7.9% | -3.5% | +11.4% | +9.1% |
| 3M | -13.2% | -19.4% | +6.2% | -7.5% |
| 6M | +53.5% | -21.4% | +74.8% | +64.3% |
| YTD | +191.0% | -7.1% | +198.2% | +190.9% |
| 1Y | +360.5% | +17.8% | +342.7% | +315.9% |
| 3Y | +1,568.0% | +78.8% | +1,489.2% | +1,117.0% |
| 5Y | +1,055.2% | +83.5% | +971.7% | +740.6% |
| All | +911.5% | +97.7% | +813.8% | +527.1% |
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