+169.3%
CHRW vs BAH
+182.5%
-13.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.9% | -4.3% | +6.3% | +2.8% |
| 30D | +0.9% | -4.5% | +5.4% | +1.7% |
| 3M | -19.9% | -7.6% | -12.3% | -18.9% |
| 6M | -15.8% | -10.6% | -5.2% | -14.5% |
| YTD | -5.6% | -12.6% | +7.0% | -4.3% |
| 1Y | +21.0% | -27.0% | +48.0% | +26.7% |
| 3Y | +86.0% | -31.5% | +117.5% | +90.0% |
| 5Y | +88.6% | -3.8% | +92.5% | +73.4% |
| 10Y | +169.3% | +183.9% | -14.6% | +88.4% |
| All | +169.3% | +182.5% | -13.2% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling