+85.2%
CHRW vs BTSG
+382.3%
-297.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.6% | +7.9% | +1.8% |
| 7D | +4.4% | -5.8% | +10.1% | +4.8% |
| 30D | +5.5% | 0.0% | +5.5% | +5.5% |
| 3M | -17.3% | -4.5% | -12.8% | -17.6% |
| 6M | -12.7% | +40.0% | -52.7% | -16.1% |
| YTD | -4.1% | +54.6% | -58.7% | -8.4% |
| 1Y | +21.2% | +106.1% | -84.9% | +13.8% |
| All | +85.2% | +382.3% | -297.1% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling