+86.0%
CHRW vs BR
-5.1%
+91.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.1% | -5.0% | +9.1% | +5.5% |
| 30D | +1.9% | -2.5% | +4.4% | +2.4% |
| 3M | -21.2% | +13.5% | -34.6% | -24.2% |
| 6M | -16.7% | -9.4% | -7.3% | -14.3% |
| YTD | -5.4% | -23.3% | +17.9% | +3.0% |
| 1Y | +21.2% | -31.6% | +52.8% | +38.1% |
| All | +86.0% | -5.1% | +91.1% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling