+1,631.4%
CHRW vs BRKR
+172.5%
+1,458.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +3.5% | -8.7% | +12.1% | +4.6% |
| 30D | +4.6% | -9.9% | +14.4% | +5.8% |
| 3M | -19.7% | -3.1% | -16.6% | -20.2% |
| 6M | -12.4% | +45.5% | -57.9% | -17.9% |
| YTD | -3.9% | +13.7% | -17.6% | -7.1% |
| 1Y | +18.4% | +67.4% | -49.0% | +8.4% |
| 3Y | +88.8% | -13.2% | +102.1% | +83.5% |
| 5Y | +93.5% | -39.5% | +133.0% | +94.7% |
| 10Y | +178.8% | +153.5% | +25.3% | +128.6% |
| All | +1,631.4% | +172.5% | +1,458.9% | +1,046.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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