+3,715.3%
CHRW vs BEN
+370.4%
+3,344.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +0.8% |
| 7D | +0.2% | +12.2% | -12.0% | -3.6% |
| 30D | -9.4% | +12.1% | -21.5% | -12.9% |
| 3M | -13.3% | +7.3% | -20.6% | -15.5% |
| 6M | -24.2% | +17.9% | -42.0% | -28.7% |
| YTD | -18.9% | +55.4% | -74.3% | -30.7% |
| 1Y | -12.4% | +69.3% | -81.7% | -27.3% |
| 3Y | +72.2% | +82.8% | -10.6% | +35.6% |
| 5Y | +53.4% | +28.8% | +24.6% | +32.7% |
| 10Y | +127.0% | +53.9% | +73.1% | +71.3% |
| All | +3,715.3% | +370.4% | +3,344.8% | +1,516.7% |
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