+870.1%
BX vs CHRW
+267.7%
+602.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.7% | -3.4% | +7.1% | +5.6% |
| 30D | +8.2% | -9.4% | +17.6% | +13.3% |
| 3M | -12.7% | -12.6% | 0.0% | -7.8% |
| 6M | +1.0% | -24.2% | +25.1% | +11.9% |
| YTD | -17.2% | -18.9% | +1.6% | -14.1% |
| 1Y | -11.6% | -13.7% | +2.1% | -11.6% |
| 3Y | +36.8% | +72.6% | -35.8% | -15.4% |
| 5Y | +4.8% | +55.6% | -50.7% | -33.2% |
| 10Y | +672.8% | +122.7% | +550.0% | +245.2% |
| All | +870.1% | +267.7% | +602.4% | +141.1% |
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