-11.1%
CHRW vs BUD
+38.4%
-49.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.1% |
| 7D | +4.9% | +3.3% | +1.6% | +4.6% |
| 30D | -4.8% | +11.8% | -16.6% | -5.4% |
| 3M | -13.1% | -1.1% | -12.1% | -13.0% |
| 6M | -16.3% | +14.9% | -31.2% | -18.0% |
| YTD | -15.8% | +32.6% | -48.4% | -23.7% |
| 1Y | -11.1% | +37.2% | -48.3% | -21.3% |
| All | -11.1% | +38.4% | -49.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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