+3,715.3%
CHRW vs BEN
+375.9%
+3,339.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -3.4% | +12.1% | -15.5% | -7.1% |
| 30D | -9.4% | +13.4% | -22.8% | -13.2% |
| 3M | -12.6% | +9.4% | -22.0% | -15.4% |
| 6M | -24.2% | +19.3% | -43.4% | -29.0% |
| YTD | -18.9% | +57.3% | -76.1% | -30.9% |
| 1Y | -13.7% | +69.1% | -82.8% | -28.3% |
| 3Y | +72.6% | +85.6% | -13.0% | +35.2% |
| 5Y | +55.6% | +32.9% | +22.6% | +33.2% |
| 10Y | +122.7% | +58.3% | +64.4% | +66.5% |
| All | +3,715.3% | +375.9% | +3,339.3% | +1,510.4% |
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