+205.7%
CHRW vs BURL
+1,021.0%
-815.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -0.8% |
| 7D | +4.9% | +10.4% | -5.5% | +3.4% |
| 30D | -4.8% | -4.9% | +0.1% | -4.2% |
| 3M | -13.1% | -29.8% | +16.6% | -8.9% |
| 6M | -16.3% | -16.5% | +0.1% | -14.8% |
| YTD | -15.8% | -10.5% | -5.3% | -15.0% |
| 1Y | -11.1% | -5.3% | -5.8% | -11.3% |
| 3Y | +75.3% | +95.1% | -19.8% | +54.7% |
| 5Y | +56.0% | -12.1% | +68.1% | +49.4% |
| 10Y | +144.9% | +273.2% | -128.2% | +91.4% |
| All | +205.7% | +1,021.0% | -815.3% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling