+54.6%
CHRW vs BIYA
-99.8%
+154.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.2% |
| 7D | +4.1% | +2.7% | +1.3% | +4.1% |
| 30D | +1.9% | -16.7% | +18.6% | +1.9% |
| 3M | -21.2% | -74.6% | +53.5% | -20.6% |
| 6M | -16.7% | -85.4% | +68.7% | -15.5% |
| YTD | -5.4% | -94.2% | +88.8% | -3.8% |
| 1Y | +21.2% | -98.6% | +119.7% | +24.7% |
| All | +54.6% | -99.8% | +154.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling