+372.9%
CHRW vs BR
+1,286.0%
-913.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +2.7% |
| 7D | +1.9% | -5.9% | +7.9% | +4.4% |
| 30D | +0.9% | +1.9% | -1.0% | -0.1% |
| 3M | -19.9% | +14.7% | -34.5% | -24.7% |
| 6M | -15.8% | -12.8% | -3.0% | -11.8% |
| YTD | -5.6% | -23.0% | +17.5% | +3.4% |
| 1Y | +21.0% | -31.7% | +52.7% | +39.2% |
| 3Y | +86.0% | -4.8% | +90.8% | +84.3% |
| 5Y | +88.6% | +7.8% | +80.8% | +74.6% |
| 10Y | +169.3% | +184.1% | -14.8% | +59.0% |
| All | +372.9% | +1,286.0% | -913.1% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling