-11.1%
CHRW vs BROS
-18.6%
+7.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +4.9% | +2.5% | +2.4% | +4.5% |
| 30D | -4.8% | +15.1% | -19.9% | -7.3% |
| 3M | -13.1% | -31.4% | +18.2% | -7.5% |
| 6M | -16.3% | -22.6% | +6.3% | -14.2% |
| YTD | -15.8% | -28.1% | +12.3% | -13.8% |
| 1Y | -11.1% | -20.3% | +9.1% | -11.3% |
| All | -11.1% | -18.6% | +7.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling