+121.4%
BKR vs CHRW
+182.4%
-61.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.0% |
| 7D | -6.7% | +4.4% | -11.0% | -7.8% |
| 30D | -8.3% | +5.5% | -13.8% | -9.9% |
| 3M | -5.4% | -17.3% | +11.9% | -1.5% |
| 6M | +0.8% | -12.7% | +13.5% | +2.6% |
| YTD | +31.8% | -4.1% | +36.0% | +28.7% |
| 1Y | +28.6% | +21.2% | +7.3% | +14.6% |
| 3Y | +71.2% | +88.9% | -17.7% | +25.8% |
| 5Y | +179.2% | +93.1% | +86.1% | +96.0% |
| All | +121.4% | +182.4% | -61.0% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling