+177.7%
CHRW vs RNG
+223.4%
-45.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +4.4% | -9.6% | +13.9% | +5.2% |
| 30D | +5.5% | +8.8% | -3.3% | +4.7% |
| 3M | -17.3% | +78.6% | -95.9% | -21.7% |
| 6M | -12.7% | +70.3% | -82.9% | -17.4% |
| YTD | -4.1% | +140.3% | -144.5% | -12.7% |
| 1Y | +21.2% | +126.6% | -105.4% | +10.7% |
| 3Y | +88.9% | +120.2% | -31.3% | +69.5% |
| 5Y | +93.1% | -68.3% | +161.4% | +93.3% |
| All | +177.7% | +223.4% | -45.8% | +86.2% |
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