-13.7%
CHRW vs BN
-7.9%
-5.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -3.4% | +4.3% | -7.7% | -3.8% |
| 30D | -9.4% | +14.3% | -23.6% | -10.8% |
| 3M | -12.6% | -4.1% | -8.5% | -12.3% |
| 6M | -24.2% | -9.7% | -14.5% | -23.1% |
| YTD | -18.9% | -7.1% | -11.7% | -19.7% |
| 1Y | -13.7% | -7.4% | -6.3% | -14.5% |
| All | -13.7% | -7.9% | -5.8% | -14.5% |
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