+59.3%
CHRW vs BIDU
-53.5%
+112.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.7% |
| 7D | +4.7% | -2.3% | +7.1% | +5.0% |
| 30D | -2.6% | -7.3% | +4.7% | -1.9% |
| 3M | -8.0% | -26.0% | +18.0% | -5.3% |
| 6M | -19.0% | -44.5% | +25.5% | -14.3% |
| YTD | -15.5% | -40.6% | +25.1% | -11.6% |
| 1Y | -10.8% | -39.8% | +29.0% | -7.0% |
| 3Y | +79.8% | -26.7% | +106.5% | +79.5% |
| 5Y | +59.3% | -54.5% | +113.8% | +59.0% |
| All | +59.3% | -53.5% | +112.8% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling