+250.0%
CHRW vs BUD
+214.6%
+35.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.0% |
| 7D | +0.6% | +4.5% | -3.9% | -0.5% |
| 30D | -7.3% | +12.5% | -19.8% | -9.9% |
| 3M | -14.2% | 0.0% | -14.2% | -14.4% |
| 6M | -25.1% | +3.8% | -28.9% | -26.1% |
| YTD | -21.2% | +33.1% | -54.2% | -27.1% |
| 1Y | -14.2% | +35.5% | -49.7% | -21.1% |
| 3Y | +63.5% | +49.4% | +14.1% | +43.7% |
| 5Y | +49.6% | +48.0% | +1.5% | +29.5% |
| 10Y | +129.4% | -8.6% | +137.9% | +117.3% |
| All | +250.0% | +214.6% | +35.4% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling