+85.8%
CHRW vs BROS
+38.3%
+47.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | +4.1% | -6.6% | +10.6% | +4.7% |
| 30D | +1.9% | -12.3% | +14.2% | +3.1% |
| 3M | -21.2% | -22.2% | +1.0% | -19.5% |
| 6M | -16.7% | -14.3% | -2.4% | -16.0% |
| YTD | -5.4% | -26.6% | +21.2% | -3.4% |
| 1Y | +21.2% | -31.5% | +52.7% | +24.2% |
| 3Y | +86.5% | +62.3% | +24.2% | +70.9% |
| All | +85.8% | +38.3% | +47.5% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling