-11.1%
CHRW vs BTSG
+111.7%
-122.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +4.9% | +17.4% | -12.5% | +3.1% |
| 30D | -4.8% | +12.6% | -17.4% | -6.0% |
| 3M | -13.1% | +11.2% | -24.3% | -14.3% |
| 6M | -16.3% | +30.4% | -46.7% | -23.0% |
| YTD | -15.8% | +86.4% | -102.2% | -32.1% |
| 1Y | -11.1% | +117.9% | -129.1% | -31.1% |
| All | -11.1% | +111.7% | -122.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling