+4,266.9%
CHRW vs RL
+1,715.9%
+2,551.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.6% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | -3.5% | -7.8% | +4.3% | -1.7% |
| 3M | -19.4% | -4.0% | -15.4% | -19.0% |
| 6M | -21.4% | -1.9% | -19.5% | -21.8% |
| YTD | -7.1% | -0.2% | -7.0% | -8.1% |
| 1Y | +17.8% | +10.7% | +7.1% | +13.4% |
| 3Y | +78.8% | +210.8% | -132.0% | +29.4% |
| 5Y | +83.5% | +238.2% | -154.7% | +26.5% |
| 10Y | +160.2% | +313.4% | -153.1% | +56.7% |
| All | +4,266.9% | +1,715.9% | +2,551.0% | +1,513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling