+174.5%
CHRW vs RJF
+428.4%
-253.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +4.1% | -0.3% | +4.3% | +4.1% |
| 30D | +1.9% | -2.0% | +3.9% | +2.4% |
| 3M | -21.2% | +16.3% | -37.5% | -24.9% |
| 6M | -16.7% | +16.9% | -33.6% | -20.9% |
| YTD | -5.4% | +10.4% | -15.8% | -8.8% |
| 1Y | +21.2% | +7.4% | +13.8% | +17.5% |
| 3Y | +86.5% | +72.2% | +14.2% | +54.8% |
| 5Y | +93.0% | +105.1% | -12.1% | +48.5% |
| 10Y | +174.5% | +430.9% | -256.4% | +56.7% |
| All | +174.5% | +428.4% | -253.9% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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