+127.0%
CHRW vs RACE
+738.3%
-611.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.8% |
| 7D | +0.2% | +3.9% | -3.7% | -0.4% |
| 30D | -9.4% | +7.4% | -16.8% | -10.4% |
| 3M | -13.3% | +1.6% | -14.9% | -13.6% |
| 6M | -24.2% | +23.3% | -47.5% | -27.2% |
| YTD | -18.9% | +14.7% | -33.5% | -21.5% |
| 1Y | -12.4% | +2.5% | -14.9% | -13.5% |
| 3Y | +72.2% | +28.0% | +44.3% | +58.3% |
| 5Y | +53.4% | +69.8% | -16.4% | +29.9% |
| 10Y | +127.0% | +734.9% | -607.9% | +49.3% |
| All | +127.0% | +738.3% | -611.3% | +49.3% |
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