+90.6%
CHRW vs BNS
+91.0%
-0.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +4.1% | -1.3% | +5.3% | +4.5% |
| 30D | +1.9% | +4.0% | -2.1% | +0.4% |
| 3M | -21.2% | +13.8% | -34.9% | -25.0% |
| 6M | -16.7% | +32.7% | -49.3% | -25.1% |
| YTD | -5.4% | +27.6% | -33.0% | -13.6% |
| 1Y | +21.2% | +47.4% | -26.2% | +5.2% |
| 3Y | +86.5% | +129.0% | -42.5% | +37.1% |
| All | +90.6% | +91.0% | -0.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling