+48.6%
CHRW vs BN
+29.3%
+19.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +0.6% | +5.3% | -4.8% | -1.1% |
| 30D | -7.3% | +11.9% | -19.2% | -10.5% |
| 3M | -14.2% | -5.7% | -8.4% | -12.8% |
| 6M | -25.1% | -10.6% | -14.5% | -22.9% |
| YTD | -21.2% | -9.4% | -11.8% | -19.8% |
| 1Y | -14.2% | -8.8% | -5.4% | -13.0% |
| 3Y | +63.5% | +95.6% | -32.1% | +22.9% |
| All | +48.6% | +29.3% | +19.2% | +22.9% |
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