+63.5%
CHRW vs BUD
+49.3%
+14.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.3% |
| 7D | +0.6% | +4.5% | -3.9% | +0.6% |
| 30D | -7.3% | +12.5% | -19.8% | -7.2% |
| 3M | -14.2% | 0.0% | -14.2% | -14.2% |
| 6M | -25.1% | +3.8% | -28.9% | -25.1% |
| YTD | -21.2% | +33.1% | -54.2% | -21.4% |
| 1Y | -14.2% | +35.5% | -49.7% | -14.4% |
| 3Y | +63.5% | +49.4% | +14.1% | +42.0% |
| All | +63.5% | +49.3% | +14.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling