+3,607.0%
CHRW vs BWA
+927.6%
+2,679.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.1% |
| 7D | +0.6% | -5.5% | +6.0% | +2.2% |
| 30D | -7.3% | -21.7% | +14.4% | -0.7% |
| 3M | -14.2% | -25.6% | +11.4% | -7.2% |
| 6M | -25.1% | -17.4% | -7.7% | -22.2% |
| YTD | -21.2% | +9.2% | -30.4% | -25.8% |
| 1Y | -14.2% | +9.7% | -23.9% | -19.4% |
| 3Y | +63.5% | +54.6% | +8.9% | +36.9% |
| 5Y | +49.6% | +26.8% | +22.8% | +29.2% |
| 10Y | +129.4% | +89.0% | +40.4% | +63.5% |
| All | +3,607.0% | +927.6% | +2,679.4% | +1,326.7% |
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