+3,715.3%
CHRW vs RMD
+17,378.2%
-13,662.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.4% | +3.1% | -6.5% | -4.0% |
| 30D | -9.4% | +1.8% | -11.1% | -9.7% |
| 3M | -12.6% | +6.7% | -19.3% | -13.9% |
| 6M | -24.2% | +13.9% | -38.0% | -26.4% |
| YTD | -18.9% | -2.0% | -16.9% | -19.0% |
| 1Y | -13.7% | -5.4% | -8.3% | -13.3% |
| 3Y | +72.6% | +67.4% | +5.2% | +52.6% |
| 5Y | +55.6% | -5.7% | +61.3% | +51.0% |
| 10Y | +122.7% | +338.4% | -215.6% | +56.8% |
| All | +3,715.3% | +17,378.2% | -13,662.9% | +1,205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling