+1,353.2%
CHRW vs BNS
+1,492.9%
-139.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.6% |
| 7D | -1.4% | +1.5% | -3.0% | -2.1% |
| 30D | -3.5% | +6.0% | -9.4% | -5.9% |
| 3M | -19.4% | +16.3% | -35.7% | -24.7% |
| 6M | -21.4% | +28.8% | -50.1% | -29.6% |
| YTD | -7.1% | +30.0% | -37.1% | -17.2% |
| 1Y | +17.8% | +50.7% | -32.9% | -1.2% |
| 3Y | +78.8% | +125.4% | -46.6% | +25.0% |
| 5Y | +83.5% | +94.2% | -10.7% | +35.0% |
| 10Y | +160.2% | +182.8% | -22.6% | +56.5% |
| All | +1,353.2% | +1,492.9% | -139.7% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling