+2,766.9%
CHRW vs BB
+307.3%
+2,459.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.7% |
| 7D | +0.6% | +3.8% | -3.2% | +0.2% |
| 30D | -7.3% | -0.3% | -6.9% | -7.4% |
| 3M | -14.2% | -0.5% | -13.7% | -14.5% |
| 6M | -25.1% | +45.9% | -71.0% | -28.6% |
| YTD | -21.2% | +130.6% | -151.8% | -28.0% |
| 1Y | -14.2% | +89.2% | -103.3% | -20.4% |
| 3Y | +63.5% | +137.5% | -74.0% | +44.5% |
| 5Y | +49.6% | -20.9% | +70.5% | +42.4% |
| 10Y | +129.4% | +25.4% | +104.0% | +90.1% |
| All | +2,766.9% | +307.3% | +2,459.6% | +2,080.6% |
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 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