+86.8%
CHRW vs BBWI
-66.0%
+152.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.7% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | -3.5% | -5.2% | +1.7% | -3.0% |
| 3M | -19.4% | +11.1% | -30.5% | -21.0% |
| 6M | -21.4% | -13.4% | -8.0% | -20.7% |
| YTD | -7.1% | +0.1% | -7.2% | -8.3% |
| 1Y | +17.8% | -36.1% | +53.9% | +22.8% |
| 3Y | +78.8% | -44.1% | +122.9% | +83.2% |
| All | +86.8% | -66.0% | +152.8% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling