+169.3%
CHRW vs RBA
+182.6%
-13.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.1% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | +0.9% | -13.2% | +14.2% | +4.1% |
| 3M | -19.9% | -21.4% | +1.5% | -15.9% |
| 6M | -15.8% | -20.9% | +5.1% | -11.8% |
| YTD | -5.6% | -19.9% | +14.3% | -1.0% |
| 1Y | +21.0% | -28.7% | +49.7% | +29.8% |
| 3Y | +86.0% | +27.4% | +58.6% | +75.5% |
| 5Y | +88.6% | +41.7% | +46.9% | +70.4% |
| 10Y | +169.3% | +189.6% | -20.3% | +103.8% |
| All | +169.3% | +182.6% | -13.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling