+86.0%
CHRW vs BIDU
-32.1%
+118.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.6% | +2.5% |
| 7D | +1.9% | -2.4% | +4.4% | +2.2% |
| 30D | +0.9% | -15.6% | +16.6% | +2.8% |
| 3M | -19.9% | -22.3% | +2.4% | -17.7% |
| 6M | -15.8% | -22.3% | +6.5% | -14.1% |
| YTD | -5.6% | -29.2% | +23.6% | -2.6% |
| 1Y | +21.0% | -14.8% | +35.9% | +20.4% |
| 3Y | +86.0% | -31.8% | +117.8% | +83.8% |
| All | +86.0% | -32.1% | +118.1% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling