+88.4%
CHRW vs BDX
-10.7%
+99.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +4.4% | -5.4% | +9.8% | +5.3% |
| 30D | +5.5% | -2.2% | +7.7% | +5.8% |
| 3M | -17.3% | +20.1% | -37.3% | -20.4% |
| 6M | -12.7% | +9.1% | -21.7% | -14.2% |
| YTD | -4.1% | +17.9% | -22.0% | -7.3% |
| 1Y | +21.2% | +22.1% | -0.8% | +16.4% |
| All | +88.4% | -10.7% | +99.1% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 3y: compounded portfolio wealth divided by compounded BDX 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…
3y analysis · Full analysis span regression · 6 months rolling