+673.6%
CHRW vs BIDU
+1,407.1%
-733.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.5% |
| 7D | -1.4% | +2.4% | -3.8% | -1.8% |
| 30D | -3.5% | -10.5% | +7.0% | -2.1% |
| 3M | -19.4% | -26.2% | +6.8% | -16.1% |
| 6M | -21.4% | -16.4% | -5.0% | -20.0% |
| YTD | -7.1% | -23.9% | +16.7% | -4.5% |
| 1Y | +17.8% | +1.3% | +16.5% | +15.1% |
| 3Y | +78.8% | -32.1% | +110.9% | +81.8% |
| 5Y | +83.5% | -39.0% | +122.5% | +80.2% |
| 10Y | +160.2% | -44.0% | +204.3% | +141.9% |
| All | +673.6% | +1,407.1% | -733.6% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling