+88.6%
CHRW vs BTI
+115.0%
-26.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | +1.9% | -1.4% | +3.3% | +2.1% |
| 30D | +0.9% | -7.0% | +8.0% | +2.0% |
| 3M | -19.9% | -6.3% | -13.6% | -19.1% |
| 6M | -15.8% | -2.0% | -13.8% | -15.9% |
| YTD | -5.6% | +0.2% | -5.8% | -6.2% |
| 1Y | +21.0% | +3.8% | +17.2% | +19.5% |
| 3Y | +86.0% | +112.1% | -26.0% | +53.2% |
| 5Y | +88.6% | +113.6% | -25.0% | +48.3% |
| All | +88.6% | +115.0% | -26.3% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling