+18.8%
BX vs CHRW
+89.7%
-70.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.7% | +4.1% | -9.7% | -6.9% |
| 30D | -8.9% | +1.9% | -10.8% | -9.5% |
| 3M | +8.4% | -21.2% | +29.6% | +15.5% |
| 6M | +18.9% | -16.7% | +35.6% | +23.5% |
| YTD | -13.6% | -5.4% | -8.3% | -15.4% |
| 1Y | -22.4% | +21.2% | -43.6% | -31.8% |
| 3Y | +26.0% | +86.5% | -60.4% | -10.2% |
| 5Y | +18.8% | +93.0% | -74.3% | -20.4% |
| All | +18.8% | +89.7% | -70.9% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling