+21.2%
CHRW vs BN
-12.4%
+33.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +4.1% | -3.0% | +7.1% | +4.4% |
| 30D | +1.9% | -13.0% | +14.9% | +3.3% |
| 3M | -21.2% | -15.2% | -5.9% | -19.6% |
| 6M | -16.7% | -5.9% | -10.7% | -16.8% |
| YTD | -5.4% | -15.8% | +10.4% | -4.8% |
| 1Y | +21.2% | -12.2% | +33.4% | +20.4% |
| All | +21.2% | -12.4% | +33.6% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling