+177.7%
CHRW vs BR
+190.5%
-12.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +4.4% | -6.0% | +10.3% | +6.6% |
| 30D | +5.5% | -0.9% | +6.3% | +5.6% |
| 3M | -17.3% | +16.4% | -33.6% | -22.2% |
| 6M | -12.7% | -8.2% | -4.5% | -10.5% |
| YTD | -4.1% | -23.2% | +19.1% | +4.6% |
| 1Y | +21.2% | -30.9% | +52.2% | +37.7% |
| 3Y | +88.9% | -5.0% | +93.9% | +87.7% |
| 5Y | +93.1% | +8.8% | +84.3% | +78.6% |
| All | +177.7% | +190.5% | -12.9% | +94.7% |
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