+72.2%
CHRW vs BROS
+32.8%
+39.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | +2.3% |
| 7D | +0.2% | -17.9% | +18.1% | +1.8% |
| 30D | -9.4% | -5.4% | -4.0% | -9.1% |
| 3M | -13.3% | -32.1% | +18.8% | -10.6% |
| 6M | -24.2% | -31.7% | +7.5% | -22.1% |
| YTD | -18.9% | -41.2% | +22.3% | -16.2% |
| 1Y | -12.4% | -32.6% | +20.2% | -10.2% |
| 3Y | +72.2% | +32.7% | +39.6% | +69.4% |
| All | +72.2% | +32.8% | +39.5% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling