+30.8%
BIL vs CHRW
+283.0%
-252.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | 0.0% | -9.4% | +9.3% | 0.0% |
| 3M | +0.6% | -13.3% | +13.9% | +0.6% |
| 6M | +1.5% | -24.2% | +25.7% | +1.5% |
| YTD | +2.8% | -18.9% | +21.6% | +2.8% |
| 1Y | +3.3% | -12.4% | +15.7% | +3.3% |
| 3Y | +13.4% | +72.2% | -58.8% | +13.5% |
| 5Y | +19.8% | +53.4% | -33.6% | +19.9% |
| 10Y | +25.6% | +127.0% | -101.3% | +25.9% |
| All | +30.8% | +283.0% | -252.2% | +31.3% |
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