+227.6%
BKR vs CHRW
+4,254.3%
-4,026.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -1.5% | +4.1% | -5.6% | -2.8% |
| 30D | -0.7% | +1.9% | -2.6% | -1.4% |
| 3M | +0.5% | -21.2% | +21.7% | +6.8% |
| 6M | +6.6% | -16.7% | +23.3% | +10.5% |
| YTD | +41.3% | -5.4% | +46.6% | +39.1% |
| 1Y | +42.2% | +21.2% | +21.0% | +27.6% |
| 3Y | +83.4% | +86.5% | -3.0% | +38.3% |
| 5Y | +203.6% | +93.0% | +110.6% | +121.4% |
| 10Y | +139.9% | +174.5% | -34.6% | +51.7% |
| All | +227.6% | +4,254.3% | -4,026.7% | +6.6% |
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 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