+48.6%
CHRW vs BROS
-50.1%
+98.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | +0.6% | -21.2% | +21.8% | +3.0% |
| 30D | -7.3% | -11.6% | +4.3% | -6.3% |
| 3M | -14.2% | -36.7% | +22.5% | -10.2% |
| 6M | -25.1% | -42.8% | +17.7% | -21.1% |
| YTD | -21.2% | -44.8% | +23.7% | -17.1% |
| 1Y | -14.2% | -36.5% | +22.4% | -11.0% |
| 3Y | +63.5% | +27.0% | +36.6% | +50.9% |
| All | +48.6% | -50.1% | +98.7% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling