+194.4%
CHRW vs BAH
+886.2%
-691.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.4% |
| 7D | -1.4% | -3.2% | +1.8% | -0.8% |
| 30D | -3.5% | +2.0% | -5.5% | -3.9% |
| 3M | -19.4% | -7.6% | -11.8% | -18.5% |
| 6M | -21.4% | -5.7% | -15.7% | -21.1% |
| YTD | -7.1% | -11.7% | +4.6% | -6.1% |
| 1Y | +17.8% | -27.4% | +45.2% | +23.5% |
| 3Y | +78.8% | -32.5% | +111.3% | +84.7% |
| 5Y | +83.5% | -3.3% | +86.9% | +72.2% |
| 10Y | +160.2% | +186.0% | -25.8% | +90.4% |
| All | +194.4% | +886.2% | -691.9% | +61.1% |
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