+129.9%
CHRW vs BN
+290.8%
-160.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +7.3% | -1.0% | +8.3% | +7.6% |
| 30D | -3.6% | +14.0% | -17.5% | -7.1% |
| 3M | -9.6% | -9.0% | -0.6% | -7.4% |
| 6M | -17.0% | -8.8% | -8.2% | -15.3% |
| YTD | -15.4% | -10.3% | -5.2% | -13.8% |
| 1Y | -10.0% | -5.8% | -4.2% | -9.6% |
| 3Y | +82.2% | +94.8% | -12.6% | +44.9% |
| 5Y | +59.4% | +31.5% | +27.9% | +38.1% |
| All | +129.9% | +290.8% | -160.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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