+19.4%
BIL vs CHRW
+49.0%
-29.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | 0.0% |
| 7D | -0.3% | +0.6% | -0.8% | -0.3% |
| 30D | 0.0% | -7.3% | +7.3% | 0.0% |
| 3M | +0.3% | -14.2% | +14.5% | +0.3% |
| 6M | +1.2% | -25.1% | +26.3% | +1.2% |
| YTD | +2.5% | -21.2% | +23.6% | +2.5% |
| 1Y | +3.0% | -14.2% | +17.2% | +3.0% |
| 3Y | +13.2% | +63.5% | -50.4% | +13.2% |
| All | +19.4% | +49.0% | -29.6% | +19.4% |
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 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