+86.0%
CHRW vs BNS
+127.2%
-41.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +4.1% | -1.3% | +5.3% | +4.3% |
| 30D | +1.9% | +4.0% | -2.1% | +0.9% |
| 3M | -21.2% | +13.8% | -34.9% | -24.1% |
| 6M | -16.7% | +32.7% | -49.3% | -23.2% |
| YTD | -5.4% | +27.6% | -33.0% | -11.6% |
| 1Y | +21.2% | +47.4% | -26.2% | +9.5% |
| All | +86.0% | +127.2% | -41.2% | +56.1% |
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