+4,266.9%
CHRW vs BBY
+5,355.2%
-1,088.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | -1.4% | +9.5% | -10.9% | -3.1% |
| 30D | -3.5% | +6.8% | -10.3% | -4.7% |
| 3M | -19.4% | +28.9% | -48.2% | -23.2% |
| 6M | -21.4% | +37.8% | -59.2% | -26.3% |
| YTD | -7.1% | +38.7% | -45.9% | -13.1% |
| 1Y | +17.8% | +23.7% | -5.9% | +12.3% |
| 3Y | +78.8% | +39.1% | +39.7% | +63.9% |
| 5Y | +83.5% | -0.4% | +83.9% | +75.7% |
| 10Y | +160.2% | +234.0% | -73.8% | +93.5% |
| All | +4,266.9% | +5,355.2% | -1,088.3% | +1,635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling