-20.7%
CHRW vs BIYA
-87.8%
+67.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.7% |
| 7D | -0.1% | +2.5% | -2.6% | 0.0% |
| 30D | -4.3% | -22.3% | +18.0% | -4.4% |
| 3M | -7.4% | -54.8% | +47.4% | -7.8% |
| 6M | -20.7% | -86.5% | +65.8% | -20.0% |
| All | -20.7% | -87.8% | +67.1% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling