+82.2%
CHRW vs BNS
+149.7%
-67.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.3% | +0.9% | +6.4% | +7.0% |
| 30D | -3.6% | +2.8% | -6.3% | -4.2% |
| 3M | -9.6% | +3.0% | -12.6% | -10.2% |
| 6M | -17.0% | +23.3% | -40.3% | -22.1% |
| YTD | -15.4% | +29.3% | -44.8% | -21.6% |
| 1Y | -10.0% | +41.7% | -51.7% | -18.4% |
| 3Y | +82.2% | +147.7% | -65.6% | +48.5% |
| All | +82.2% | +149.7% | -67.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling