+4,266.9%
CHRW vs BTI
+2,625.6%
+1,641.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | -3.5% | -6.6% | +3.1% | -2.1% |
| 3M | -19.4% | -3.0% | -16.4% | -19.0% |
| 6M | -21.4% | -6.7% | -14.7% | -20.6% |
| YTD | -7.1% | +0.6% | -7.7% | -7.8% |
| 1Y | +17.8% | +5.6% | +12.2% | +15.6% |
| 3Y | +78.8% | +110.3% | -31.5% | +49.1% |
| 5Y | +83.5% | +114.3% | -30.7% | +51.4% |
| 10Y | +160.2% | +67.7% | +92.6% | +119.4% |
| All | +4,266.9% | +2,625.6% | +1,641.3% | +2,507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling