+113.9%
CHRW vs BBIO
+136.9%
-23.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +1.5% |
| 7D | +4.4% | -3.9% | +8.2% | +4.5% |
| 30D | +5.5% | -13.4% | +18.9% | +6.1% |
| 3M | -17.3% | +7.6% | -24.8% | -17.6% |
| 6M | -12.7% | -2.4% | -10.2% | -12.7% |
| YTD | -4.1% | -5.2% | +1.1% | -4.2% |
| 1Y | +21.2% | +36.9% | -15.7% | +19.0% |
| 3Y | +88.9% | +155.2% | -66.3% | +78.9% |
| 5Y | +93.1% | +44.0% | +49.1% | +74.7% |
| All | +113.9% | +136.9% | -23.0% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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