+93.0%
CHRW vs RMBS
+269.8%
-176.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | +4.1% | +3.5% | +0.6% | +3.7% |
| 30D | +1.9% | -8.6% | +10.5% | +2.7% |
| 3M | -21.2% | -40.3% | +19.2% | -17.6% |
| 6M | -16.7% | -1.0% | -15.7% | -18.2% |
| YTD | -5.4% | -4.6% | -0.8% | -7.1% |
| 1Y | +21.2% | +17.6% | +3.6% | +15.4% |
| 3Y | +86.5% | +58.6% | +27.8% | +65.0% |
| 5Y | +93.0% | +270.9% | -177.9% | +44.5% |
| All | +93.0% | +269.8% | -176.8% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling