+127.0%
CHRW vs RL
+397.7%
-270.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +1.7% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -9.4% | +7.3% | -16.7% | -10.7% |
| 3M | -13.3% | +1.0% | -14.3% | -13.6% |
| 6M | -24.2% | +11.8% | -35.9% | -26.6% |
| YTD | -18.9% | +13.6% | -32.5% | -21.9% |
| 1Y | -12.4% | +24.0% | -36.4% | -17.3% |
| 3Y | +72.2% | +256.6% | -184.3% | +25.8% |
| 5Y | +53.4% | +240.2% | -186.8% | +10.4% |
| 10Y | +127.0% | +373.0% | -246.0% | +46.7% |
| All | +127.0% | +397.7% | -270.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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