+2,850.6%
CHRW vs BB
+325.9%
+2,524.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.4% | +11.6% | -15.0% | -4.3% |
| 30D | -9.4% | +2.6% | -11.9% | -9.7% |
| 3M | -12.6% | +3.5% | -16.2% | -13.3% |
| 6M | -24.2% | +43.5% | -67.6% | -27.6% |
| YTD | -18.9% | +141.2% | -160.0% | -26.2% |
| 1Y | -13.7% | +97.4% | -111.1% | -20.2% |
| 3Y | +72.6% | +151.1% | -78.5% | +51.8% |
| 5Y | +55.6% | -12.8% | +68.3% | +46.8% |
| 10Y | +122.7% | +27.5% | +95.3% | +84.3% |
| All | +2,850.6% | +325.9% | +2,524.7% | +2,135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling