+296.6%
CHRW vs BTG
+385.9%
-89.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | +0.2% |
| 7D | +4.1% | +2.4% | +1.7% | +4.0% |
| 30D | +1.9% | +9.5% | -7.6% | +1.6% |
| 3M | -21.2% | +38.5% | -59.7% | -22.0% |
| 6M | -16.7% | +5.6% | -22.3% | -17.0% |
| YTD | -5.4% | +23.9% | -29.3% | -6.2% |
| 1Y | +21.2% | +32.1% | -11.0% | +19.8% |
| 3Y | +86.5% | +103.2% | -16.7% | +81.6% |
| 5Y | +93.0% | +79.7% | +13.3% | +88.1% |
| 10Y | +174.5% | +159.1% | +15.4% | +164.7% |
| All | +296.6% | +385.9% | -89.3% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling