+30.3%
BIL vs CHRW
+338.4%
-308.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.3% | -3.5% | +3.8% | +0.3% |
| 3M | +0.9% | -19.4% | +20.3% | +0.9% |
| 6M | +1.8% | -21.4% | +23.2% | +1.8% |
| YTD | +2.4% | -7.1% | +9.6% | +2.4% |
| 1Y | +3.7% | +17.8% | -14.1% | +3.8% |
| 3Y | +14.2% | +78.8% | -64.6% | +14.3% |
| 5Y | +19.4% | +83.5% | -64.1% | +19.6% |
| 10Y | +25.2% | +160.2% | -135.0% | +25.5% |
| All | +30.3% | +338.4% | -308.0% | +30.9% |
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