+129.8%
CHRW vs BAX
-36.0%
+165.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.8% |
| 7D | +4.7% | +0.4% | +4.4% | +4.7% |
| 30D | -2.6% | +3.4% | -6.0% | -3.1% |
| 3M | -8.0% | -4.5% | -3.5% | -7.6% |
| 6M | -19.0% | +44.0% | -63.0% | -24.3% |
| YTD | -15.5% | +34.9% | -50.3% | -19.9% |
| 1Y | -10.8% | +37.9% | -48.7% | -15.8% |
| 3Y | +79.8% | -17.1% | +96.9% | +77.6% |
| 5Y | +59.3% | -64.3% | +123.5% | +93.7% |
| All | +129.8% | -36.0% | +165.8% | +168.2% |
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