+82.8%
CHRW vs BOXX
+18.5%
+64.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.7% |
| 30D | +4.6% | +0.3% | +4.3% | +6.0% |
| 3M | -19.7% | +1.0% | -20.8% | -15.9% |
| 6M | -12.4% | +1.9% | -14.3% | -4.8% |
| YTD | -3.9% | +2.7% | -6.6% | +8.2% |
| 1Y | +18.4% | +4.0% | +14.3% | +43.2% |
| 3Y | +88.8% | +14.7% | +74.2% | +268.9% |
| All | +82.8% | +18.5% | +64.4% | +437.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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