+21.0%
CHRW vs RL
+11.4%
+9.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.9% | +1.9% | +0.1% | +1.6% |
| 30D | +0.9% | -12.2% | +13.1% | +3.1% |
| 3M | -19.9% | -6.6% | -13.2% | -19.5% |
| 6M | -15.8% | +3.2% | -19.0% | -17.8% |
| YTD | -5.6% | -1.3% | -4.3% | -5.9% |
| 1Y | +21.0% | +13.6% | +7.5% | +19.4% |
| All | +21.0% | +11.4% | +9.6% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling