+21.0%
CHRW vs BUD
+35.5%
-14.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.6% |
| 7D | +1.9% | +0.8% | +1.2% | +2.0% |
| 30D | +0.9% | -4.8% | +5.7% | +0.8% |
| 3M | -19.9% | +1.4% | -21.2% | -19.9% |
| 6M | -15.8% | +9.9% | -25.7% | -16.7% |
| YTD | -5.6% | +26.3% | -31.9% | -5.1% |
| 1Y | +21.0% | +36.1% | -15.1% | +23.5% |
| All | +21.0% | +35.5% | -14.4% | +23.5% |
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 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