+86.0%
CHRW vs RJF
+76.7%
+9.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.9% |
| 7D | +1.9% | +1.8% | +0.2% | +1.5% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -19.9% | +18.0% | -37.8% | -23.4% |
| 6M | -15.8% | +17.0% | -32.8% | -19.6% |
| YTD | -5.6% | +11.1% | -16.7% | -8.7% |
| 1Y | +21.0% | +8.0% | +13.1% | +17.7% |
| 3Y | +86.0% | +73.3% | +12.7% | +65.3% |
| All | +86.0% | +76.7% | +9.4% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling