+93.0%
CHRW vs BG
+84.9%
+8.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -21.2% | -1.9% | -19.3% | -21.1% |
| 6M | -16.7% | +5.2% | -21.9% | -17.8% |
| YTD | -5.4% | +41.2% | -46.5% | -11.6% |
| 1Y | +21.2% | +50.5% | -29.3% | +11.4% |
| 3Y | +86.5% | +19.9% | +66.6% | +76.5% |
| 5Y | +93.0% | +86.7% | +6.3% | +62.4% |
| All | +93.0% | +84.9% | +8.1% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling