+63.5%
CHRW vs BN
+90.6%
-27.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +0.6% | +5.3% | -4.8% | -0.8% |
| 30D | -7.3% | +11.9% | -19.2% | -10.0% |
| 3M | -14.2% | -5.7% | -8.4% | -13.0% |
| 6M | -25.1% | -10.6% | -14.5% | -23.2% |
| YTD | -21.2% | -9.4% | -11.8% | -20.0% |
| 1Y | -14.2% | -8.8% | -5.4% | -13.2% |
| 3Y | +63.5% | +95.6% | -32.1% | +18.7% |
| All | +63.5% | +90.6% | -27.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling