+50.0%
BMY vs CHRW
+16.7%
+33.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +0.4% | -1.8% | +2.2% | +0.5% |
| 30D | +5.0% | -3.9% | +8.9% | +5.4% |
| 3M | +19.4% | -19.7% | +39.1% | +21.5% |
| 6M | +9.5% | -21.7% | +31.2% | +11.4% |
| YTD | +28.1% | -7.5% | +35.6% | +24.0% |
| 1Y | +50.0% | +17.3% | +32.7% | +36.2% |
| All | +50.0% | +16.7% | +33.2% | +36.2% |
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 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