+178.3%
CHRW vs BBY
+252.7%
-74.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -0.5% |
| 7D | +3.5% | +0.6% | +2.9% | +3.3% |
| 30D | +4.6% | +9.4% | -4.8% | +2.3% |
| 3M | -19.7% | +19.3% | -39.0% | -23.1% |
| 6M | -12.4% | +47.9% | -60.3% | -20.5% |
| YTD | -3.9% | +39.6% | -43.5% | -11.7% |
| 1Y | +18.4% | +22.2% | -3.8% | +11.7% |
| 3Y | +88.8% | +45.0% | +43.9% | +67.4% |
| 5Y | +93.5% | +2.6% | +91.0% | +79.6% |
| All | +178.3% | +252.7% | -74.4% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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