+174.5%
CHRW vs BEN
+53.7%
+120.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.7% |
| 7D | +4.1% | +3.4% | +0.7% | +3.1% |
| 30D | +1.9% | +1.8% | +0.1% | +1.4% |
| 3M | -21.2% | +8.4% | -29.5% | -23.2% |
| 6M | -16.7% | +35.6% | -52.3% | -24.1% |
| YTD | -5.4% | +46.4% | -51.7% | -15.7% |
| 1Y | +21.2% | +46.3% | -25.2% | +7.7% |
| 3Y | +86.5% | +54.6% | +31.8% | +59.6% |
| 5Y | +93.0% | +39.4% | +53.6% | +65.9% |
| 10Y | +174.5% | +57.6% | +116.9% | +119.1% |
| All | +174.5% | +53.7% | +120.8% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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