+4,266.9%
CHRW vs BN
+7,279.9%
-3,013.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.6% |
| 30D | -3.5% | -9.5% | +6.0% | -0.3% |
| 3M | -19.4% | -10.4% | -9.0% | -16.6% |
| 6M | -21.4% | -6.4% | -15.0% | -20.2% |
| YTD | -7.1% | -11.9% | +4.7% | -4.3% |
| 1Y | +17.8% | -8.6% | +26.4% | +19.5% |
| 3Y | +78.8% | +77.6% | +1.2% | +41.3% |
| 5Y | +83.5% | +37.0% | +46.5% | +55.1% |
| 10Y | +160.2% | +266.4% | -106.2% | +47.1% |
| All | +4,266.9% | +7,279.9% | -3,013.0% | +890.8% |
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