+174.5%
CHRW vs RIO
+605.0%
-430.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +4.1% | +1.0% | +3.1% | +3.8% |
| 30D | +1.9% | +4.0% | -2.1% | +0.8% |
| 3M | -21.2% | +4.5% | -25.7% | -22.2% |
| 6M | -16.7% | +17.3% | -34.0% | -20.4% |
| YTD | -5.4% | +36.2% | -41.5% | -13.1% |
| 1Y | +21.2% | +76.1% | -55.0% | +4.2% |
| 3Y | +86.5% | +102.5% | -16.1% | +53.1% |
| 5Y | +93.0% | +103.5% | -10.5% | +54.5% |
| 10Y | +174.5% | +619.2% | -444.7% | +65.4% |
| All | +174.5% | +605.0% | -430.5% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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