+4,266.9%
CHRW vs BEN
+350.9%
+3,916.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | -0.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -3.5% | -0.5% | -2.9% | -3.3% |
| 3M | -19.4% | +9.7% | -29.1% | -22.2% |
| 6M | -21.4% | +33.9% | -55.3% | -29.2% |
| YTD | -7.1% | +49.0% | -56.1% | -19.4% |
| 1Y | +17.8% | +42.1% | -24.3% | +3.6% |
| 3Y | +78.8% | +51.9% | +26.9% | +49.8% |
| 5Y | +83.5% | +39.0% | +44.5% | +53.9% |
| 10Y | +160.2% | +57.9% | +102.4% | +93.9% |
| All | +4,266.9% | +350.9% | +3,916.0% | +1,780.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling