+4,266.9%
CHRW vs BWA
+1,322.0%
+2,944.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.3% |
| 7D | -1.4% | +5.7% | -7.1% | -3.0% |
| 30D | -3.5% | +1.4% | -4.9% | -4.1% |
| 3M | -19.4% | -12.1% | -7.3% | -17.0% |
| 6M | -21.4% | +28.6% | -49.9% | -28.0% |
| YTD | -7.1% | +51.1% | -58.2% | -20.0% |
| 1Y | +17.8% | +55.9% | -38.1% | +0.5% |
| 3Y | +78.8% | +70.1% | +8.6% | +45.8% |
| 5Y | +83.5% | +90.7% | -7.2% | +41.1% |
| 10Y | +160.2% | +154.0% | +6.3% | +70.9% |
| All | +4,266.9% | +1,322.0% | +2,944.9% | +1,437.8% |
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