+82.2%
CHRW vs BUD
+49.6%
+32.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.1% |
| 7D | +7.3% | +1.0% | +6.3% | +7.3% |
| 30D | -3.6% | +6.7% | -10.3% | -3.6% |
| 3M | -9.6% | +5.7% | -15.3% | -9.5% |
| 6M | -17.0% | +5.8% | -22.8% | -17.0% |
| YTD | -15.4% | +34.4% | -49.8% | -15.7% |
| 1Y | -10.0% | +33.3% | -43.3% | -10.4% |
| 3Y | +82.2% | +48.8% | +33.3% | +62.1% |
| All | +82.2% | +49.6% | +32.6% | +62.1% |
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