+13,071.1%
BLK vs CHRW
+2,841.3%
+10,229.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.5% |
| 7D | -2.4% | +1.9% | -4.3% | -3.1% |
| 30D | -3.1% | +0.9% | -4.1% | -3.5% |
| 3M | +10.7% | -19.9% | +30.6% | +17.7% |
| 6M | +15.9% | -15.8% | +31.7% | +20.1% |
| YTD | +4.0% | -5.6% | +9.6% | +2.7% |
| 1Y | +1.3% | +21.0% | -19.8% | -9.8% |
| 3Y | +69.6% | +86.0% | -16.5% | +24.4% |
| 5Y | +33.8% | +88.6% | -54.8% | -4.7% |
| 10Y | +276.2% | +169.3% | +106.9% | +126.3% |
| All | +13,071.1% | +2,841.3% | +10,229.9% | +5,933.2% |
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