+851.5%
BX vs CHRW
+283.3%
+568.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | +7.3% | -6.7% | -3.1% |
| 30D | +14.2% | -3.6% | +17.8% | +15.7% |
| 3M | -18.7% | -9.6% | -9.2% | -15.7% |
| 6M | +2.5% | -17.0% | +19.5% | +8.1% |
| YTD | -18.8% | -15.4% | -3.4% | -17.6% |
| 1Y | -10.3% | -10.0% | -0.3% | -12.3% |
| 3Y | +35.4% | +82.2% | -46.8% | -18.7% |
| 5Y | +0.3% | +59.4% | -59.1% | -36.8% |
| 10Y | +668.4% | +129.7% | +538.6% | +238.4% |
| All | +851.5% | +283.3% | +568.3% | +131.2% |
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