+82.2%
CHRW vs RL
+250.5%
-168.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +7.3% | +2.6% | +4.7% | +6.7% |
| 30D | -3.6% | +2.9% | -6.5% | -4.1% |
| 3M | -9.6% | 0.0% | -9.6% | -9.6% |
| 6M | -17.0% | +17.1% | -34.1% | -20.2% |
| YTD | -15.4% | +10.1% | -25.5% | -17.7% |
| 1Y | -10.0% | +17.3% | -27.3% | -13.5% |
| 3Y | +82.2% | +249.3% | -167.2% | +42.7% |
| All | +82.2% | +250.5% | -168.4% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling