+3,715.3%
CHRW vs RIO
+2,311.2%
+1,404.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -3.4% | +3.6% | -7.0% | -4.2% |
| 30D | -9.4% | -10.8% | +1.4% | -7.0% |
| 3M | -12.6% | -15.2% | +2.6% | -9.5% |
| 6M | -24.2% | -18.0% | -6.1% | -21.1% |
| YTD | -18.9% | +11.0% | -29.8% | -21.8% |
| 1Y | -13.7% | +26.4% | -40.0% | -19.3% |
| 3Y | +72.6% | +54.4% | +18.2% | +52.2% |
| 5Y | +55.6% | +98.1% | -42.5% | +26.7% |
| 10Y | +122.7% | +358.5% | -235.8% | +42.8% |
| All | +3,715.3% | +2,311.2% | +1,404.1% | +1,292.2% |
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