+125.0%
BP vs CHRW
+168.2%
-43.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.1% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | +9.1% | +0.9% | +8.2% | +8.8% |
| 3M | +3.9% | -19.9% | +23.8% | +8.0% |
| 6M | +13.6% | -15.8% | +29.4% | +16.3% |
| YTD | +34.0% | -5.6% | +39.6% | +33.0% |
| 1Y | +39.2% | +21.0% | +18.1% | +29.1% |
| 3Y | +36.4% | +86.0% | -49.6% | +10.8% |
| 5Y | +135.8% | +88.6% | +47.2% | +84.7% |
| 10Y | +125.0% | +169.3% | -44.3% | +53.2% |
| All | +125.0% | +168.2% | -43.2% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling