+128.5%
CHRW vs RIO
+364.8%
-236.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -0.1% | +0.5% | -0.5% | -0.2% |
| 30D | -4.3% | -9.9% | +5.6% | -2.0% |
| 3M | -7.4% | -14.0% | +6.6% | -4.4% |
| 6M | -20.7% | -19.5% | -1.2% | -17.1% |
| YTD | -15.9% | +11.5% | -27.4% | -19.3% |
| 1Y | -9.9% | +26.9% | -36.8% | -16.3% |
| 3Y | +79.0% | +55.1% | +23.8% | +56.2% |
| 5Y | +61.3% | +90.7% | -29.4% | +30.4% |
| 10Y | +128.5% | +363.3% | -234.8% | +51.5% |
| All | +128.5% | +364.8% | -236.2% | +51.5% |
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