+122.7%
CHRW vs BAX
-34.5%
+157.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | +3.6% | -7.0% | -3.8% |
| 30D | -9.4% | +8.5% | -17.9% | -10.4% |
| 3M | -12.6% | -4.9% | -7.8% | -12.2% |
| 6M | -24.2% | +47.0% | -71.1% | -29.3% |
| YTD | -18.9% | +38.4% | -57.3% | -23.4% |
| 1Y | -13.7% | +49.1% | -62.8% | -19.3% |
| 3Y | +72.6% | -14.9% | +87.5% | +69.9% |
| 5Y | +55.6% | -63.1% | +118.7% | +88.0% |
| 10Y | +122.7% | -35.6% | +158.3% | +158.6% |
| All | +122.7% | -34.5% | +157.2% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling