+86.8%
CHRW vs BAX
-65.4%
+152.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -3.5% | -5.5% | +2.0% | -3.2% |
| 3M | -19.4% | +33.5% | -52.9% | -21.3% |
| 6M | -21.4% | +35.9% | -57.2% | -23.6% |
| YTD | -7.1% | +35.4% | -42.5% | -9.0% |
| 1Y | +17.8% | +9.8% | +8.1% | +15.6% |
| 3Y | +78.8% | -32.7% | +111.5% | +81.7% |
| All | +86.8% | -65.4% | +152.2% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling