+30.9%
BLK vs CHRW
+94.0%
-63.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -5.2% | +4.4% | -9.5% | -6.0% |
| 30D | -7.0% | +5.5% | -12.5% | -8.1% |
| 3M | +5.7% | -17.3% | +22.9% | +9.0% |
| 6M | +11.0% | -12.7% | +23.7% | +12.5% |
| YTD | +0.9% | -4.1% | +5.0% | -0.7% |
| 1Y | -1.6% | +21.2% | -22.8% | -9.5% |
| 3Y | +64.5% | +88.9% | -24.4% | +30.8% |
| 5Y | +30.9% | +93.1% | -62.2% | +0.1% |
| All | +30.9% | +94.0% | -63.1% | +0.1% |
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