+86.0%
CHRW vs BG
+19.0%
+66.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.1% | +0.5% | +3.5% | +4.0% |
| 30D | +1.9% | +10.3% | -8.4% | +0.6% |
| 3M | -21.2% | -1.9% | -19.3% | -21.2% |
| 6M | -16.7% | +5.2% | -21.9% | -17.5% |
| YTD | -5.4% | +41.2% | -46.5% | -10.2% |
| 1Y | +21.2% | +50.5% | -29.3% | +13.5% |
| All | +86.0% | +19.0% | +66.9% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling