+4,495.7%
CHRW vs RBA
+3,565.6%
+930.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | -3.5% | -12.3% | +8.8% | -0.7% |
| 3M | -19.4% | -20.5% | +1.1% | -15.6% |
| 6M | -21.4% | -18.5% | -2.8% | -18.2% |
| YTD | -7.1% | -18.2% | +11.1% | -3.2% |
| 1Y | +17.8% | -27.5% | +45.3% | +25.9% |
| 3Y | +78.8% | +38.1% | +40.7% | +64.2% |
| 5Y | +83.5% | +44.8% | +38.7% | +63.8% |
| 10Y | +160.2% | +187.1% | -26.9% | +93.2% |
| All | +4,495.7% | +3,565.6% | +930.1% | +2,220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling