+82.8%
CHRW vs BTSG
+416.6%
-333.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +4.1% | +2.9% | +1.2% | +3.8% |
| 30D | +1.9% | +0.9% | +1.0% | +1.8% |
| 3M | -21.2% | +1.6% | -22.8% | -21.8% |
| 6M | -16.7% | +46.8% | -63.5% | -20.2% |
| YTD | -5.4% | +65.5% | -70.9% | -10.0% |
| 1Y | +21.2% | +136.2% | -115.1% | +12.8% |
| All | +82.8% | +416.6% | -333.8% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling