+55.6%
CHRW vs RACE
+69.7%
-14.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -9.4% | +6.6% | -16.0% | -10.0% |
| 3M | -12.6% | +2.2% | -14.8% | -12.9% |
| 6M | -24.2% | +22.4% | -46.5% | -26.3% |
| YTD | -18.9% | +13.8% | -32.7% | -20.7% |
| 1Y | -13.7% | +2.2% | -15.9% | -14.3% |
| 3Y | +72.6% | +25.6% | +46.9% | +59.8% |
| 5Y | +55.6% | +71.0% | -15.4% | +26.6% |
| All | +55.6% | +69.7% | -14.1% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling