+129.9%
CHRW vs RACE
+729.2%
-599.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +7.3% | -1.2% | +8.5% | +7.5% |
| 30D | -3.6% | +6.1% | -9.7% | -4.5% |
| 3M | -9.6% | -0.3% | -9.3% | -9.6% |
| 6M | -17.0% | +23.4% | -40.4% | -20.3% |
| YTD | -15.4% | +12.5% | -28.0% | -17.9% |
| 1Y | -10.0% | -0.5% | -9.5% | -10.7% |
| 3Y | +82.2% | +23.6% | +58.5% | +68.5% |
| 5Y | +59.4% | +65.4% | -6.1% | +35.6% |
| All | +129.9% | +729.2% | -599.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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