+3,875.0%
CHRW vs RIO
+2,275.2%
+1,599.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -2.6% | -10.5% | +7.9% | -0.1% |
| 3M | -8.0% | -15.9% | +7.9% | -4.5% |
| 6M | -19.0% | -22.3% | +3.3% | -14.7% |
| YTD | -15.5% | +9.3% | -24.8% | -18.2% |
| 1Y | -10.8% | +23.0% | -33.9% | -16.1% |
| 3Y | +79.8% | +52.1% | +27.8% | +59.1% |
| 5Y | +59.3% | +88.9% | -29.6% | +31.2% |
| 10Y | +129.6% | +354.1% | -224.5% | +47.5% |
| All | +3,875.0% | +2,275.2% | +1,599.7% | +1,355.5% |
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 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