+1,222.8%
CHRW vs BNS
+1,487.3%
-264.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +4.7% | +1.0% | +3.8% | +4.3% |
| 30D | -2.6% | +2.7% | -5.3% | -3.7% |
| 3M | -8.0% | +3.5% | -11.5% | -9.5% |
| 6M | -19.0% | +22.1% | -41.1% | -25.9% |
| YTD | -15.5% | +29.5% | -45.0% | -24.6% |
| 1Y | -10.8% | +40.7% | -51.5% | -23.1% |
| 3Y | +79.8% | +148.6% | -68.8% | +20.9% |
| 5Y | +59.3% | +79.6% | -20.3% | +21.1% |
| 10Y | +129.6% | +188.9% | -59.3% | +36.7% |
| All | +1,222.8% | +1,487.3% | -264.5% | +252.5% |
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 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