+88.6%
CHRW vs BN
+35.3%
+53.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +2.5% |
| 7D | +1.9% | -1.2% | +3.1% | +2.3% |
| 30D | +0.9% | -10.9% | +11.8% | +4.5% |
| 3M | -19.9% | -11.1% | -8.8% | -17.1% |
| 6M | -15.8% | -4.4% | -11.4% | -15.3% |
| YTD | -5.6% | -14.1% | +8.6% | -2.2% |
| 1Y | +21.0% | -11.1% | +32.1% | +23.4% |
| 3Y | +86.0% | +75.6% | +10.5% | +45.2% |
| 5Y | +88.6% | +35.8% | +52.8% | +55.7% |
| All | +88.6% | +35.3% | +53.3% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling