-11.1%
CHRW vs BAX
+46.0%
-57.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.7% | -0.5% |
| 7D | +4.9% | +4.1% | +0.8% | +3.9% |
| 30D | -4.8% | +9.4% | -14.2% | -6.7% |
| 3M | -13.1% | -6.5% | -6.6% | -11.8% |
| 6M | -16.3% | +59.6% | -75.9% | -32.1% |
| YTD | -15.8% | +38.9% | -54.7% | -23.2% |
| 1Y | -11.1% | +48.0% | -59.1% | -20.3% |
| All | -11.1% | +46.0% | -57.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling