+3,607.0%
CHRW vs BN
+7,489.7%
-3,882.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +0.6% | +5.3% | -4.8% | -1.2% |
| 30D | -7.3% | +11.9% | -19.2% | -10.8% |
| 3M | -14.2% | -5.7% | -8.4% | -12.7% |
| 6M | -25.1% | -10.6% | -14.5% | -22.8% |
| YTD | -21.2% | -9.4% | -11.8% | -19.7% |
| 1Y | -14.2% | -8.8% | -5.4% | -12.8% |
| 3Y | +63.5% | +95.6% | -32.1% | +25.3% |
| 5Y | +49.6% | +30.2% | +19.4% | +28.5% |
| 10Y | +129.4% | +277.0% | -147.7% | +28.2% |
| All | +3,607.0% | +7,489.7% | -3,882.6% | +731.3% |
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