+270.6%
BP vs CHRW
+4,173.0%
-3,902.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +3.9% | -1.4% | +5.3% | +4.3% |
| 30D | +7.6% | -3.5% | +11.1% | +8.3% |
| 3M | +0.7% | -19.4% | +20.1% | +4.9% |
| 6M | +15.5% | -21.4% | +36.9% | +20.3% |
| YTD | +30.8% | -7.1% | +38.0% | +30.4% |
| 1Y | +34.3% | +17.8% | +16.5% | +25.4% |
| 3Y | +35.1% | +78.8% | -43.7% | +11.5% |
| 5Y | +126.8% | +83.5% | +43.3% | +82.4% |
| 10Y | +123.4% | +160.2% | -36.9% | +61.1% |
| All | +270.6% | +4,173.0% | -3,902.3% | +71.3% |
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