+86.8%
CHRW vs RBA
+45.3%
+41.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -2.9% | +1.5% | -0.7% |
| 30D | -3.5% | -12.3% | +8.8% | -0.5% |
| 3M | -19.4% | -20.5% | +1.1% | -15.3% |
| 6M | -21.4% | -18.5% | -2.8% | -18.0% |
| YTD | -7.1% | -18.2% | +11.1% | -2.7% |
| 1Y | +17.8% | -27.5% | +45.3% | +26.2% |
| 3Y | +78.8% | +38.1% | +40.7% | +67.9% |
| All | +86.8% | +45.3% | +41.6% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling