+36.2%
BMY vs CHRW
-11.0%
+47.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | +7.3% | -5.2% | +1.6% |
| 30D | +7.0% | -3.6% | +10.6% | +7.2% |
| 3M | -0.9% | -9.6% | +8.7% | -0.2% |
| 6M | +14.9% | -17.0% | +31.9% | +15.1% |
| YTD | +22.8% | -15.4% | +38.2% | +22.3% |
| 1Y | +36.2% | -10.0% | +46.2% | +33.8% |
| All | +36.2% | -11.0% | +47.2% | +33.8% |
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