+129.9%
CHRW vs RNG
+234.5%
-104.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +7.3% | +4.6% | +2.7% | +6.9% |
| 30D | -3.6% | +0.4% | -4.0% | -3.7% |
| 3M | -9.6% | +11.4% | -21.0% | -10.6% |
| 6M | -17.0% | +95.7% | -112.7% | -22.2% |
| YTD | -15.4% | +162.9% | -178.3% | -23.6% |
| 1Y | -10.0% | +180.3% | -190.2% | -19.2% |
| 3Y | +82.2% | +188.3% | -106.2% | +59.9% |
| 5Y | +59.4% | -72.5% | +131.9% | +61.3% |
| All | +129.9% | +234.5% | -104.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling