+157.2%
CHRW vs BAH
+1,074.5%
-917.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | -9.4% | +17.3% | -26.6% | -12.2% |
| 3M | -13.3% | +14.9% | -28.1% | -15.7% |
| 6M | -24.2% | +14.2% | -38.4% | -26.6% |
| YTD | -18.9% | +5.1% | -24.0% | -20.8% |
| 1Y | -12.4% | +2.1% | -14.4% | -14.1% |
| 3Y | +72.2% | -26.0% | +98.2% | +75.3% |
| 5Y | +53.4% | +9.0% | +44.4% | +40.9% |
| 10Y | +127.0% | +208.8% | -81.8% | +63.7% |
| All | +157.2% | +1,074.5% | -917.3% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling