+323.6%
CHRW vs BR
+1,481.8%
-1,158.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +7.3% | +1.1% | +6.2% | +6.8% |
| 30D | -3.6% | +14.4% | -18.0% | -8.8% |
| 3M | -9.6% | +12.4% | -22.0% | -14.1% |
| 6M | -17.0% | +35.4% | -52.4% | -27.4% |
| YTD | -15.4% | -12.2% | -3.3% | -12.4% |
| 1Y | -10.0% | -12.7% | +2.8% | -6.5% |
| 3Y | +82.2% | +14.3% | +67.9% | +67.3% |
| 5Y | +59.4% | +19.3% | +40.1% | +41.5% |
| 10Y | +129.7% | +278.1% | -148.4% | +20.3% |
| All | +323.6% | +1,481.8% | -1,158.2% | +9.6% |
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