+129.9%
CHRW vs BR
+277.7%
-147.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | -3.6% | +14.4% | -18.0% | -8.3% |
| 3M | -9.6% | +12.4% | -22.0% | -13.7% |
| 6M | -17.0% | +35.4% | -52.4% | -26.5% |
| YTD | -15.4% | -12.2% | -3.3% | -12.2% |
| 1Y | -10.0% | -12.7% | +2.8% | -6.4% |
| 3Y | +82.2% | +14.3% | +67.9% | +68.6% |
| 5Y | +59.4% | +19.3% | +40.1% | +42.2% |
| All | +129.9% | +277.7% | -147.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling