+72.6%
CHRW vs RIO
+56.4%
+16.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.4% | +3.6% | -7.0% | -4.0% |
| 30D | -9.4% | -10.8% | +1.4% | -7.6% |
| 3M | -12.6% | -15.2% | +2.6% | -10.3% |
| 6M | -24.2% | -18.0% | -6.1% | -21.7% |
| YTD | -18.9% | +11.0% | -29.8% | -22.6% |
| 1Y | -13.7% | +26.4% | -40.0% | -20.3% |
| 3Y | +72.6% | +54.4% | +18.2% | +45.4% |
| All | +72.6% | +56.4% | +16.2% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling