+3,715.3%
CHRW vs BBWI
+701.2%
+3,014.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.5% |
| 7D | +0.2% | -6.2% | +6.4% | +1.5% |
| 30D | -9.4% | +25.5% | -34.9% | -13.5% |
| 3M | -13.3% | +8.0% | -21.2% | -15.4% |
| 6M | -24.2% | +12.7% | -36.8% | -27.4% |
| YTD | -18.9% | +11.6% | -30.5% | -23.0% |
| 1Y | -12.4% | -0.9% | -11.5% | -15.7% |
| 3Y | +72.2% | -22.7% | +94.9% | +66.2% |
| 5Y | +53.4% | -67.2% | +120.6% | +70.3% |
| 10Y | +127.0% | -43.7% | +170.7% | +91.4% |
| All | +3,715.3% | +701.2% | +3,014.1% | +1,008.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling