+86.8%
CHRW vs BB
-30.6%
+117.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | -5.6% | +4.2% | -0.9% |
| 30D | -3.5% | -11.8% | +8.3% | -2.5% |
| 3M | -19.4% | -25.5% | +6.1% | -17.8% |
| 6M | -21.4% | +121.3% | -142.6% | -28.8% |
| YTD | -7.1% | +103.2% | -110.3% | -15.2% |
| 1Y | +17.8% | +102.6% | -84.8% | +7.0% |
| 3Y | +78.8% | +37.5% | +41.3% | +64.1% |
| All | +86.8% | -30.6% | +117.4% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling