+123.6%
CHRW vs RBA
+224.6%
-101.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +0.6% | +4.3% | -3.7% | -0.4% |
| 30D | -7.3% | +16.3% | -23.6% | -10.4% |
| 3M | -14.2% | +1.3% | -15.5% | -14.6% |
| 6M | -25.1% | -11.1% | -14.0% | -23.6% |
| YTD | -21.2% | -8.5% | -12.7% | -19.9% |
| 1Y | -14.2% | -2.1% | -12.0% | -13.9% |
| 3Y | +63.5% | +44.6% | +19.0% | +50.0% |
| 5Y | +49.6% | +36.8% | +12.8% | +36.0% |
| All | +123.6% | +224.6% | -101.0% | +65.5% |
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