+4,266.9%
CHRW vs BDX
+1,412.9%
+2,854.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.4% | -2.5% | +1.1% | -0.7% |
| 30D | -3.5% | +8.3% | -11.7% | -5.8% |
| 3M | -19.4% | +24.4% | -43.8% | -24.6% |
| 6M | -21.4% | +9.2% | -30.5% | -23.8% |
| YTD | -7.1% | +22.7% | -29.8% | -13.1% |
| 1Y | +17.8% | +25.9% | -8.1% | +9.3% |
| 3Y | +78.8% | -10.5% | +89.2% | +80.2% |
| 5Y | +83.5% | +1.9% | +81.6% | +76.2% |
| 10Y | +160.2% | +58.7% | +101.5% | +112.7% |
| All | +4,266.9% | +1,412.9% | +2,854.0% | +1,734.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling