-25.1%
CHRW vs RACE
+23.5%
-48.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.5% |
| 7D | +0.6% | +5.1% | -4.5% | +1.3% |
| 30D | -7.3% | +7.7% | -15.0% | -6.2% |
| 3M | -14.2% | +2.2% | -16.3% | -14.1% |
| 6M | -25.1% | +23.8% | -48.8% | -24.1% |
| All | -25.1% | +23.5% | -48.6% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling