+4,266.9%
CHRW vs RIO
+2,845.4%
+1,421.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.5% | +4.0% | -7.4% | -4.5% |
| 3M | -19.4% | +0.1% | -19.5% | -19.7% |
| 6M | -21.4% | +12.7% | -34.1% | -24.1% |
| YTD | -7.1% | +35.6% | -42.7% | -14.4% |
| 1Y | +17.8% | +73.7% | -55.9% | +2.2% |
| 3Y | +78.8% | +93.3% | -14.5% | +49.7% |
| 5Y | +83.5% | +92.4% | -8.9% | +50.7% |
| 10Y | +160.2% | +606.9% | -446.7% | +50.6% |
| All | +4,266.9% | +2,845.4% | +1,421.5% | +1,423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling