+55.6%
CHRW vs BTI
+154.6%
-99.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -9.4% | +9.6% | -18.9% | -10.6% |
| 3M | -12.6% | +8.3% | -20.9% | -13.7% |
| 6M | -24.2% | +7.5% | -31.7% | -25.2% |
| YTD | -18.9% | +12.3% | -31.1% | -20.8% |
| 1Y | -13.7% | +16.2% | -29.9% | -16.2% |
| 3Y | +72.6% | +148.0% | -75.4% | +38.8% |
| 5Y | +55.6% | +153.2% | -97.7% | +16.7% |
| All | +55.6% | +154.6% | -99.0% | +16.7% |
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