+65.2%
CHRW vs BROS
+7.7%
+57.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -0.1% | -20.4% | +20.4% | +2.0% |
| 30D | -4.3% | -6.1% | +1.8% | -3.9% |
| 3M | -7.4% | -29.4% | +22.0% | -4.6% |
| 6M | -20.7% | -31.5% | +10.8% | -18.3% |
| YTD | -15.9% | -42.8% | +26.9% | -12.2% |
| 1Y | -9.9% | -37.5% | +27.6% | -6.8% |
| 3Y | +79.0% | +27.2% | +51.8% | +67.7% |
| 5Y | +61.3% | -47.0% | +108.3% | +55.9% |
| All | +65.2% | +7.7% | +57.5% | +58.8% |
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