+59.3%
CHRW vs RL
+243.2%
-183.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +4.7% | +2.4% | +2.4% | +4.1% |
| 30D | -2.6% | +4.6% | -7.2% | -3.6% |
| 3M | -8.0% | -1.1% | -6.9% | -7.9% |
| 6M | -19.0% | +16.5% | -35.5% | -22.7% |
| YTD | -15.5% | +11.4% | -26.9% | -18.6% |
| 1Y | -10.8% | +16.1% | -26.9% | -15.0% |
| 3Y | +79.8% | +252.6% | -172.8% | +24.7% |
| 5Y | +59.3% | +244.9% | -185.6% | +2.5% |
| All | +59.3% | +243.2% | -183.9% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling