+79.4%
CHRW vs BTSG
+406.1%
-326.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -1.4% | +2.7% | -4.1% | -1.6% |
| 30D | -3.5% | -3.6% | +0.2% | -3.3% |
| 3M | -19.4% | +5.8% | -25.2% | -20.3% |
| 6M | -21.4% | +44.7% | -66.1% | -24.6% |
| YTD | -7.1% | +62.2% | -69.3% | -11.6% |
| 1Y | +17.8% | +152.1% | -134.3% | +9.2% |
| All | +79.4% | +406.1% | -326.7% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling