+3,607.0%
CHRW vs RMD
+17,467.0%
-13,860.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 7D | +0.6% | +2.3% | -1.8% | +0.1% |
| 30D | -7.3% | +4.1% | -11.4% | -8.1% |
| 3M | -14.2% | +5.7% | -19.9% | -15.3% |
| 6M | -25.1% | +12.9% | -38.0% | -27.2% |
| YTD | -21.2% | -1.5% | -19.7% | -21.4% |
| 1Y | -14.2% | -4.8% | -9.4% | -13.9% |
| 3Y | +63.5% | +57.5% | +6.0% | +46.3% |
| 5Y | +49.6% | -5.5% | +55.1% | +45.1% |
| 10Y | +129.4% | +357.8% | -228.4% | +60.2% |
| All | +3,607.0% | +17,467.0% | -13,860.0% | +1,167.5% |
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