+129.8%
CHRW vs BURL
+244.4%
-114.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +4.7% | +0.4% | +4.3% | +4.7% |
| 30D | -2.6% | -4.3% | +1.7% | -2.0% |
| 3M | -8.0% | -28.8% | +20.8% | -3.5% |
| 6M | -19.0% | -12.8% | -6.2% | -17.9% |
| YTD | -15.5% | -12.8% | -2.7% | -14.3% |
| 1Y | -10.8% | -12.3% | +1.4% | -9.9% |
| 3Y | +79.8% | +92.7% | -12.9% | +57.7% |
| 5Y | +59.3% | -6.5% | +65.8% | +51.0% |
| All | +129.8% | +244.4% | -114.6% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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