+128.5%
CHRW vs BTI
+124.3%
+4.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -0.1% | -3.0% | +3.0% | +0.5% |
| 30D | -4.3% | +9.8% | -14.0% | -6.0% |
| 3M | -7.4% | +9.2% | -16.6% | -9.0% |
| 6M | -20.7% | +4.0% | -24.7% | -21.6% |
| YTD | -15.9% | +12.7% | -28.5% | -18.3% |
| 1Y | -9.9% | +15.9% | -25.8% | -13.0% |
| 3Y | +79.0% | +148.9% | -70.0% | +45.3% |
| 5Y | +61.3% | +152.8% | -91.4% | +29.7% |
| 10Y | +128.5% | +124.2% | +4.3% | +82.4% |
| All | +128.5% | +124.3% | +4.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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