+21.2%
CHRW vs BROS
-30.1%
+51.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +4.1% | -6.6% | +10.6% | +5.0% |
| 30D | +1.9% | -12.3% | +14.2% | +3.7% |
| 3M | -21.2% | -22.2% | +1.0% | -19.0% |
| 6M | -16.7% | -14.3% | -2.4% | -16.3% |
| YTD | -5.4% | -26.6% | +21.2% | -4.6% |
| 1Y | +21.2% | -31.5% | +52.7% | +30.1% |
| All | +21.2% | -30.1% | +51.3% | +30.1% |
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