+86.8%
CHRW vs BURL
-11.0%
+97.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | -3.5% | -28.2% | +24.7% | +1.0% |
| 3M | -19.4% | -17.6% | -1.8% | -17.5% |
| 6M | -21.4% | -11.8% | -9.6% | -20.5% |
| YTD | -7.1% | -8.1% | +1.0% | -6.5% |
| 1Y | +17.8% | -12.0% | +29.8% | +18.9% |
| 3Y | +78.8% | +63.3% | +15.5% | +61.8% |
| All | +86.8% | -11.0% | +97.8% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling