+78.2%
CHRW vs RACE
+36.9%
+41.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | -1.4% | -2.5% | +1.1% | -1.4% |
| 30D | -3.5% | +0.8% | -4.2% | -3.5% |
| 3M | -19.4% | +17.2% | -36.6% | -19.7% |
| 6M | -21.4% | +13.6% | -35.0% | -21.7% |
| YTD | -7.1% | +12.2% | -19.3% | -7.6% |
| 1Y | +17.8% | -16.3% | +34.1% | +17.8% |
| All | +78.2% | +36.9% | +41.3% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling