+124.8%
CHRW vs RACE
+658.9%
-534.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | +0.6% | +5.1% | -4.5% | -0.2% |
| 30D | -7.3% | +7.7% | -15.0% | -8.3% |
| 3M | -14.2% | +2.2% | -16.3% | -14.6% |
| 6M | -25.1% | +23.8% | -48.8% | -28.0% |
| YTD | -21.2% | +13.9% | -35.1% | -23.6% |
| 1Y | -14.2% | +3.8% | -17.9% | -15.4% |
| 3Y | +63.5% | +28.0% | +35.5% | +50.9% |
| 5Y | +49.6% | +64.9% | -15.3% | +28.9% |
| 10Y | +129.4% | +780.4% | -651.0% | +48.4% |
| All | +124.8% | +658.9% | -534.0% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling