+169.3%
CHRW vs BBWI
-56.0%
+225.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.0% |
| 7D | +1.9% | +1.6% | +0.4% | +1.7% |
| 30D | +0.9% | -6.2% | +7.2% | +1.6% |
| 3M | -19.9% | +4.3% | -24.2% | -20.7% |
| 6M | -15.8% | -7.2% | -8.6% | -15.9% |
| YTD | -5.6% | -3.0% | -2.6% | -6.4% |
| 1Y | +21.0% | -30.8% | +51.8% | +24.1% |
| 3Y | +86.0% | -43.4% | +129.4% | +90.5% |
| 5Y | +88.6% | -66.7% | +155.4% | +100.4% |
| 10Y | +169.3% | -55.7% | +225.0% | +157.6% |
| All | +169.3% | -56.0% | +225.3% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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