+93.1%
CHRW vs BDX
-3.5%
+96.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | +4.4% | -5.4% | +9.8% | +5.5% |
| 30D | +5.5% | -2.2% | +7.7% | +5.9% |
| 3M | -17.3% | +20.1% | -37.3% | -20.9% |
| 6M | -12.7% | +9.1% | -21.7% | -14.6% |
| YTD | -4.1% | +17.9% | -22.0% | -8.0% |
| 1Y | +21.2% | +22.1% | -0.8% | +15.4% |
| 3Y | +88.9% | -10.5% | +99.4% | +91.6% |
| 5Y | +93.1% | -2.6% | +95.7% | +96.0% |
| All | +93.1% | -3.5% | +96.5% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling