+967.7%
BX vs CHRW
+320.9%
+646.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -4.4% | -1.4% | -3.0% | -3.7% |
| 30D | +0.1% | -3.5% | +3.6% | +1.7% |
| 3M | +16.0% | -19.4% | +35.4% | +27.0% |
| 6M | +21.6% | -21.4% | +43.0% | +33.3% |
| YTD | -8.9% | -7.1% | -1.8% | -10.6% |
| 1Y | -16.6% | +17.8% | -34.4% | -30.0% |
| 3Y | +43.3% | +78.8% | -35.4% | -10.9% |
| 5Y | +25.7% | +83.5% | -57.8% | -25.7% |
| 10Y | +689.5% | +160.2% | +529.3% | +227.9% |
| All | +967.7% | +320.9% | +646.8% | +150.9% |
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 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