-11.1%
CHRW vs RBRK
+62.9%
-74.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +4.9% | -12.5% | +17.4% | +5.7% |
| 30D | -4.8% | -3.0% | -1.8% | -4.7% |
| 3M | -13.1% | +46.9% | -60.1% | -15.6% |
| 6M | -16.3% | +105.4% | -121.8% | -20.0% |
| YTD | -15.8% | +55.6% | -71.4% | -20.5% |
| 1Y | -11.1% | +63.9% | -75.0% | -16.1% |
| All | -11.1% | +62.9% | -74.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling