+3,877.1%
CHRW vs RJF
+3,557.7%
+319.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +7.3% | +3.6% | +3.7% | +6.1% |
| 30D | -3.6% | +7.2% | -10.8% | -5.6% |
| 3M | -9.6% | -6.5% | -3.1% | -7.8% |
| 6M | -17.0% | +10.3% | -27.3% | -20.0% |
| YTD | -15.4% | +6.5% | -21.9% | -17.8% |
| 1Y | -10.0% | +6.1% | -16.1% | -12.5% |
| 3Y | +82.2% | +74.9% | +7.3% | +49.3% |
| 5Y | +59.4% | +81.3% | -22.0% | +26.1% |
| 10Y | +129.7% | +332.3% | -202.6% | +30.3% |
| All | +3,877.1% | +3,557.7% | +319.3% | +803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling