+178.3%
CHRW vs BG
+166.7%
+11.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.5% |
| 7D | +3.5% | +3.1% | +0.4% | +2.9% |
| 30D | +4.6% | +10.2% | -5.6% | +2.7% |
| 3M | -19.7% | -1.7% | -18.0% | -19.6% |
| 6M | -12.4% | +1.0% | -13.4% | -13.0% |
| YTD | -3.9% | +39.9% | -43.8% | -10.2% |
| 1Y | +18.4% | +53.2% | -34.8% | +8.3% |
| 3Y | +88.8% | +16.3% | +72.6% | +79.8% |
| 5Y | +93.5% | +83.9% | +9.7% | +66.4% |
| All | +178.3% | +166.7% | +11.6% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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