+127.0%
BP vs CHRW
+126.6%
+0.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.3% | -3.4% | -2.9% | -5.7% |
| 30D | -3.6% | -9.4% | +5.7% | -2.1% |
| 3M | +5.2% | -12.6% | +17.9% | +7.3% |
| 6M | +5.3% | -24.2% | +29.5% | +9.7% |
| YTD | +33.1% | -18.9% | +52.0% | +35.3% |
| 1Y | +26.3% | -13.7% | +40.0% | +26.4% |
| 3Y | +47.5% | +72.6% | -25.1% | +20.3% |
| 5Y | +106.2% | +55.6% | +50.6% | +68.2% |
| 10Y | +127.0% | +122.7% | +4.2% | +68.2% |
| All | +127.0% | +126.6% | +0.4% | +68.2% |
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