+82.2%
CHRW vs RMBS
+32.1%
+50.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.3% |
| 7D | +7.3% | +10.3% | -3.0% | +6.5% |
| 30D | -3.6% | -10.7% | +7.1% | -3.0% |
| 3M | -9.6% | -17.2% | +7.6% | -8.7% |
| 6M | -17.0% | -39.0% | +22.0% | -14.6% |
| YTD | -15.4% | -10.5% | -4.9% | -16.5% |
| 1Y | -10.0% | -11.0% | +1.0% | -11.2% |
| 3Y | +82.2% | +31.3% | +50.8% | +68.6% |
| All | +82.2% | +32.1% | +50.1% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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