+178.3%
CHRW vs BTG
+159.3%
+19.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +3.5% | -3.8% | +7.2% | +3.7% |
| 30D | +4.6% | +3.6% | +1.0% | +4.3% |
| 3M | -19.7% | +32.0% | -51.7% | -21.0% |
| 6M | -12.4% | +3.4% | -15.8% | -12.9% |
| YTD | -3.9% | +20.8% | -24.7% | -5.3% |
| 1Y | +18.4% | +22.4% | -4.0% | +16.3% |
| 3Y | +88.8% | +91.7% | -2.9% | +80.6% |
| 5Y | +93.5% | +79.0% | +14.5% | +84.7% |
| All | +178.3% | +159.3% | +19.0% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling