+88.8%
CHRW vs BRO
-7.6%
+96.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | -7.3% | +10.8% | +4.4% |
| 30D | +4.6% | -6.9% | +11.4% | +5.4% |
| 3M | -19.7% | +10.7% | -30.4% | -20.5% |
| 6M | -12.4% | -2.7% | -9.7% | -11.9% |
| YTD | -3.9% | -16.3% | +12.4% | -1.2% |
| 1Y | +18.4% | -29.1% | +47.5% | +25.2% |
| 3Y | +88.8% | -7.8% | +96.7% | +104.7% |
| All | +88.8% | -7.6% | +96.5% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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