+169.3%
CHRW vs BWA
+142.9%
+26.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | +1.9% | +4.3% | -2.3% | +0.8% |
| 30D | +0.9% | -2.9% | +3.8% | +1.5% |
| 3M | -19.9% | -12.4% | -7.5% | -17.6% |
| 6M | -15.8% | +28.6% | -44.4% | -22.2% |
| YTD | -5.6% | +48.2% | -53.8% | -17.4% |
| 1Y | +21.0% | +50.9% | -29.9% | +5.3% |
| 3Y | +86.0% | +72.2% | +13.9% | +52.8% |
| 5Y | +88.6% | +91.1% | -2.4% | +47.8% |
| 10Y | +169.3% | +144.0% | +25.3% | +94.1% |
| All | +169.3% | +142.9% | +26.4% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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