-13.7%
CHRW vs RACE
+3.0%
-16.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.9% |
| 7D | +0.2% | +3.9% | -3.7% | +0.5% |
| 30D | -9.4% | +7.4% | -16.8% | -8.9% |
| 3M | -13.3% | +1.6% | -14.9% | -13.3% |
| 6M | -24.2% | +23.3% | -47.5% | -24.0% |
| YTD | -18.9% | +14.7% | -33.5% | -19.1% |
| All | -13.7% | +3.0% | -16.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling