-22.4%
BX vs CHRW
+21.7%
-44.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.7% | +4.1% | -9.7% | -6.1% |
| 30D | -8.9% | +1.9% | -10.8% | -9.1% |
| 3M | +8.4% | -21.2% | +29.6% | +10.6% |
| 6M | +18.9% | -16.7% | +35.6% | +20.0% |
| YTD | -13.6% | -5.4% | -8.3% | -14.6% |
| 1Y | -22.4% | +21.2% | -43.6% | -28.4% |
| All | -22.4% | +21.7% | -44.1% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling