+3,715.3%
CHRW vs BN
+7,781.3%
-4,066.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.6% |
| 7D | +0.2% | +3.6% | -3.4% | -1.0% |
| 30D | -9.4% | +15.9% | -25.2% | -13.8% |
| 3M | -13.3% | -2.3% | -10.9% | -12.8% |
| 6M | -24.2% | -8.4% | -15.7% | -22.5% |
| YTD | -18.9% | -5.9% | -13.0% | -18.4% |
| 1Y | -12.4% | -5.6% | -6.8% | -12.0% |
| 3Y | +72.2% | +104.2% | -32.0% | +30.1% |
| 5Y | +53.4% | +35.5% | +17.9% | +30.0% |
| 10Y | +127.0% | +285.2% | -158.3% | +26.0% |
| All | +3,715.3% | +7,781.3% | -4,066.0% | +745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling