+4,350.0%
CHRW vs BRO
+5,090.6%
-740.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.1% |
| 7D | +4.1% | -7.6% | +11.7% | +7.0% |
| 30D | +1.9% | -6.9% | +8.8% | +4.3% |
| 3M | -21.2% | +12.8% | -34.0% | -25.0% |
| 6M | -16.7% | -5.9% | -10.8% | -15.6% |
| YTD | -5.4% | -15.9% | +10.5% | -0.9% |
| 1Y | +21.2% | -28.1% | +49.3% | +34.0% |
| 3Y | +86.5% | -7.0% | +93.5% | +83.9% |
| 5Y | +93.0% | +18.0% | +75.0% | +70.1% |
| 10Y | +174.5% | +293.9% | -119.4% | +48.6% |
| All | +4,350.0% | +5,090.6% | -740.6% | +879.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling