+1,458.2%
CHRW vs BG
+1,131.5%
+326.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -1.4% | +2.8% | -4.2% | -2.0% |
| 30D | -3.5% | +12.0% | -15.5% | -5.9% |
| 3M | -19.4% | -7.7% | -11.7% | -18.3% |
| 6M | -21.4% | +4.5% | -25.9% | -22.6% |
| YTD | -7.1% | +35.7% | -42.8% | -13.6% |
| 1Y | +17.8% | +50.1% | -32.3% | +6.8% |
| 3Y | +78.8% | +12.6% | +66.2% | +70.0% |
| 5Y | +83.5% | +75.4% | +8.1% | +55.8% |
| 10Y | +160.2% | +150.5% | +9.8% | +94.0% |
| All | +1,458.2% | +1,131.5% | +326.8% | +794.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling