+174.5%
CHRW vs BAX
-37.8%
+212.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +4.1% | -5.1% | +9.2% | +4.8% |
| 30D | +1.9% | -12.2% | +14.1% | +3.8% |
| 3M | -21.2% | +21.8% | -43.0% | -24.2% |
| 6M | -16.7% | +36.3% | -53.0% | -21.4% |
| YTD | -5.4% | +27.8% | -33.2% | -9.5% |
| 1Y | +21.2% | -0.1% | +21.2% | +19.1% |
| 3Y | +86.5% | -33.3% | +119.8% | +93.4% |
| 5Y | +93.0% | -67.1% | +160.1% | +138.4% |
| 10Y | +174.5% | -36.9% | +211.4% | +207.4% |
| All | +174.5% | -37.8% | +212.3% | +207.4% |
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