+174.5%
CHRW vs BB
+2.1%
+172.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | +4.1% | +1.8% | +2.2% | +3.9% |
| 30D | +1.9% | -12.2% | +14.1% | +2.8% |
| 3M | -21.2% | -12.3% | -8.8% | -20.8% |
| 6M | -16.7% | +122.7% | -139.4% | -22.9% |
| YTD | -5.4% | +104.5% | -109.9% | -11.8% |
| 1Y | +21.2% | +106.7% | -85.5% | +12.3% |
| 3Y | +86.5% | +70.0% | +16.5% | +70.9% |
| 5Y | +93.0% | -27.8% | +120.8% | +84.2% |
| 10Y | +174.5% | +2.4% | +172.1% | +127.4% |
| All | +174.5% | +2.1% | +172.4% | +127.4% |
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