+21.2%
CHRW vs BIDU
-18.3%
+39.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +4.4% | -5.2% | +9.6% | +4.6% |
| 30D | +5.5% | -14.5% | +20.0% | +6.3% |
| 3M | -17.3% | -22.9% | +5.6% | -16.1% |
| 6M | -12.7% | -27.8% | +15.2% | -11.8% |
| YTD | -4.1% | -30.7% | +26.5% | -2.3% |
| 1Y | +21.2% | -15.8% | +37.0% | +22.8% |
| All | +21.2% | -18.3% | +39.5% | +22.8% |
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