-11.1%
CHRW vs BIDU
-34.6%
+23.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.2% | 0.0% |
| 7D | +4.9% | +1.2% | +3.7% | +4.8% |
| 30D | -4.8% | -7.5% | +2.7% | -4.4% |
| 3M | -13.1% | -28.6% | +15.4% | -10.8% |
| 6M | -16.3% | -36.9% | +20.6% | -13.6% |
| YTD | -15.8% | -38.4% | +22.6% | -12.6% |
| 1Y | -11.1% | -35.7% | +24.5% | -8.0% |
| All | -11.1% | -34.6% | +23.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling