+82.3%
CHRW vs BROS
+43.3%
+39.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | -1.4% | -6.7% | +5.3% | -0.8% |
| 30D | -3.5% | -29.1% | +25.6% | -0.4% |
| 3M | -19.4% | -16.7% | -2.7% | -18.3% |
| 6M | -21.4% | -11.6% | -9.8% | -21.0% |
| YTD | -7.1% | -23.9% | +16.8% | -5.5% |
| 1Y | +17.8% | -34.8% | +52.6% | +21.3% |
| 3Y | +78.8% | +62.1% | +16.7% | +63.9% |
| All | +82.3% | +43.3% | +39.0% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling