+675.5%
BE vs CHRW
+72.7%
+602.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +10.9% |
| 7D | -1.2% | +0.2% | -1.4% | -0.9% |
| 30D | -30.9% | -9.4% | -21.5% | -28.7% |
| 3M | -11.6% | -13.3% | +1.7% | -8.0% |
| 6M | -25.7% | -24.2% | -1.6% | -20.4% |
| YTD | +123.1% | -18.9% | +142.0% | +131.6% |
| 1Y | +43.4% | -12.4% | +55.8% | +44.8% |
| 3Y | +1,683.6% | +72.2% | +1,611.4% | +1,189.4% |
| 5Y | +465.4% | +53.4% | +412.0% | +336.6% |
| All | +675.5% | +72.7% | +602.8% | +399.2% |
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