+173.2%
BKR vs CHRW
+90.3%
+82.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.9% |
| 7D | -6.7% | +4.4% | -11.0% | -7.4% |
| 30D | -8.3% | +5.5% | -13.8% | -9.3% |
| 3M | -5.4% | -17.3% | +11.9% | -2.8% |
| 6M | +0.8% | -12.7% | +13.5% | +1.9% |
| YTD | +31.8% | -4.1% | +36.0% | +29.4% |
| 1Y | +28.6% | +21.2% | +7.3% | +18.2% |
| 3Y | +71.2% | +88.9% | -17.7% | +37.3% |
| All | +173.2% | +90.3% | +82.8% | +109.6% |
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