+276.7%
BP vs CHRW
+3,527.3%
-3,250.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -11.6% | +0.6% | -12.2% | -11.8% |
| 30D | 0.0% | -7.3% | +7.3% | +1.3% |
| 3M | +6.7% | -14.2% | +20.9% | +9.6% |
| 6M | +2.2% | -25.1% | +27.2% | +7.3% |
| YTD | +33.0% | -21.2% | +54.1% | +36.7% |
| 1Y | +30.7% | -14.2% | +44.9% | +31.6% |
| 3Y | +44.2% | +63.5% | -19.3% | +20.6% |
| 5Y | +105.1% | +49.6% | +55.5% | +72.0% |
| 10Y | +133.5% | +129.4% | +4.2% | +72.2% |
| All | +276.7% | +3,527.3% | -3,250.6% | +79.5% |
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