+85.4%
CHRW vs BROS
+41.2%
+44.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +1.9% | -0.9% | +2.9% | +2.0% |
| 30D | +0.9% | -13.5% | +14.4% | +2.3% |
| 3M | -19.9% | -18.4% | -1.4% | -18.6% |
| 6M | -15.8% | -10.6% | -5.2% | -15.5% |
| YTD | -5.6% | -25.1% | +19.5% | -3.8% |
| 1Y | +21.0% | -28.6% | +49.7% | +23.6% |
| 3Y | +86.0% | +65.6% | +20.5% | +70.2% |
| All | +85.4% | +41.2% | +44.2% | +74.1% |
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 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