+88.6%
CHRW vs RMD
-21.0%
+109.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.2% |
| 7D | +1.9% | -4.5% | +6.4% | +2.7% |
| 30D | +0.9% | +4.6% | -3.7% | +0.1% |
| 3M | -19.9% | +14.8% | -34.7% | -21.9% |
| 6M | -15.8% | -12.1% | -3.7% | -14.1% |
| YTD | -5.6% | -7.5% | +1.9% | -4.3% |
| 1Y | +21.0% | -20.1% | +41.1% | +25.5% |
| 3Y | +86.0% | +53.9% | +32.1% | +68.2% |
| 5Y | +88.6% | -22.2% | +110.8% | +85.9% |
| All | +88.6% | -21.0% | +109.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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