+174.5%
CHRW vs BUD
-24.2%
+198.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | +1.9% | -6.1% | +8.0% | +3.0% |
| 3M | -21.2% | -3.8% | -17.4% | -20.8% |
| 6M | -16.7% | +8.2% | -24.8% | -18.0% |
| YTD | -5.4% | +23.6% | -28.9% | -9.3% |
| 1Y | +21.2% | +33.4% | -12.3% | +14.4% |
| 3Y | +86.5% | +45.3% | +41.1% | +70.0% |
| 5Y | +93.0% | +44.3% | +48.8% | +73.7% |
| 10Y | +174.5% | -22.8% | +197.3% | +154.5% |
| All | +174.5% | -24.2% | +198.7% | +154.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling