+130.2%
CHRW vs RACE
+670.3%
-540.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | +0.7% | +5.7% | -5.0% | -0.2% |
| 30D | -5.0% | +9.3% | -14.3% | -6.3% |
| 3M | -16.1% | +3.8% | -19.9% | -16.7% |
| 6M | -22.6% | +29.8% | -52.4% | -26.3% |
| YTD | -19.3% | +15.6% | -34.9% | -21.9% |
| 1Y | -14.9% | +5.1% | -20.0% | -16.4% |
| 3Y | +68.0% | +30.8% | +37.2% | +54.5% |
| 5Y | +53.2% | +67.4% | -14.3% | +31.6% |
| 10Y | +134.8% | +793.6% | -658.8% | +51.6% |
| All | +130.2% | +670.3% | -540.1% | +49.8% |
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