+128.5%
CHRW vs BB
+31.7%
+96.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.5% |
| 7D | -0.1% | +7.3% | -7.4% | -0.6% |
| 30D | -4.3% | +11.2% | -15.5% | -5.2% |
| 3M | -7.4% | +4.7% | -12.1% | -8.1% |
| 6M | -20.7% | +51.1% | -71.8% | -24.2% |
| YTD | -15.9% | +148.0% | -163.9% | -23.0% |
| 1Y | -9.9% | +106.1% | -116.0% | -16.4% |
| 3Y | +79.0% | +158.2% | -79.3% | +58.7% |
| 5Y | +61.3% | -10.8% | +72.1% | +51.4% |
| 10Y | +128.5% | +29.3% | +99.2% | +89.3% |
| All | +128.5% | +31.7% | +96.9% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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