+642.7%
BX vs CHRW
+182.4%
+460.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.3% |
| 7D | -8.9% | +4.4% | -13.3% | -10.3% |
| 30D | -14.8% | +5.5% | -20.3% | -16.4% |
| 3M | +6.9% | -17.3% | +24.2% | +12.5% |
| 6M | +16.3% | -12.7% | +28.9% | +19.1% |
| YTD | -16.1% | -4.1% | -12.0% | -17.9% |
| 1Y | -26.8% | +21.2% | -48.0% | -35.4% |
| 3Y | +22.4% | +88.9% | -66.5% | -12.3% |
| 5Y | +16.0% | +93.1% | -77.1% | -18.0% |
| All | +642.7% | +182.4% | +460.2% | +328.9% |
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