+3,715.3%
CHRW vs BWA
+962.2%
+2,753.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -3.4% | -2.4% | -0.9% | -2.8% |
| 30D | -9.4% | -17.7% | +8.3% | -4.3% |
| 3M | -12.6% | -27.0% | +14.3% | -5.0% |
| 6M | -24.2% | -17.3% | -6.8% | -21.2% |
| YTD | -18.9% | +12.9% | -31.7% | -24.4% |
| 1Y | -13.7% | +12.9% | -26.6% | -19.6% |
| 3Y | +72.6% | +62.1% | +10.5% | +42.5% |
| 5Y | +55.6% | +30.7% | +24.8% | +33.2% |
| 10Y | +122.7% | +89.2% | +33.6% | +58.9% |
| All | +3,715.3% | +962.2% | +2,753.1% | +1,354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling