+63.5%
CHRW vs BURL
+86.7%
-23.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | +0.6% | +4.1% | -3.5% | 0.0% |
| 30D | -7.3% | -9.5% | +2.2% | -6.0% |
| 3M | -14.2% | -33.5% | +19.3% | -9.3% |
| 6M | -25.1% | -22.1% | -3.0% | -23.0% |
| YTD | -21.2% | -14.6% | -6.6% | -19.8% |
| 1Y | -14.2% | -8.4% | -5.8% | -13.7% |
| 3Y | +63.5% | +86.6% | -23.0% | +46.7% |
| All | +63.5% | +86.7% | -23.2% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling