+122.7%
CHRW vs BN
+280.2%
-157.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -3.4% | +4.3% | -7.7% | -4.5% |
| 30D | -9.4% | +14.3% | -23.6% | -12.8% |
| 3M | -12.6% | -4.1% | -8.5% | -11.8% |
| 6M | -24.2% | -9.7% | -14.5% | -22.4% |
| YTD | -18.9% | -7.1% | -11.7% | -18.1% |
| 1Y | -13.7% | -7.4% | -6.3% | -12.9% |
| 3Y | +72.6% | +102.3% | -29.8% | +36.0% |
| 5Y | +55.6% | +35.9% | +19.6% | +33.6% |
| 10Y | +122.7% | +289.2% | -166.4% | +48.4% |
| All | +122.7% | +280.2% | -157.5% | +48.4% |
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