+1.2%
BIL vs CHRW
-23.7%
+24.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% |
| All | +1.2% | -23.7% | +24.9% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling