+4,266.9%
CHRW vs RMD
+16,948.1%
-12,681.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -1.4% | -5.0% | +3.6% | -0.5% |
| 30D | -3.5% | +2.2% | -5.7% | -4.0% |
| 3M | -19.4% | +17.8% | -37.2% | -22.1% |
| 6M | -21.4% | -11.3% | -10.0% | -20.0% |
| YTD | -7.1% | -4.4% | -2.7% | -6.7% |
| 1Y | +17.8% | -15.7% | +33.5% | +21.0% |
| 3Y | +78.8% | +47.7% | +31.0% | +61.9% |
| 5Y | +83.5% | -19.2% | +102.7% | +83.6% |
| 10Y | +160.2% | +280.4% | -120.2% | +88.3% |
| All | +4,266.9% | +16,948.1% | -12,681.2% | +1,404.1% |
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