+18.0%
BLK vs CHRW
-10.6%
+28.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | +5.7% | +4.9% | +0.9% | +5.4% |
| 30D | +14.8% | -4.8% | +19.6% | +15.0% |
| 3M | +8.8% | -13.1% | +21.9% | +9.6% |
| 6M | +17.6% | -16.3% | +34.0% | +16.2% |
| YTD | +16.3% | -15.8% | +32.1% | +9.9% |
| 1Y | +18.0% | -11.1% | +29.1% | +8.7% |
| All | +18.0% | -10.6% | +28.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling