+61.3%
CHRW vs RNG
-74.0%
+135.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.5% |
| 7D | -0.1% | -3.5% | +3.4% | +0.3% |
| 30D | -4.3% | -3.8% | -0.5% | -4.1% |
| 3M | -7.4% | +18.6% | -26.0% | -9.0% |
| 6M | -20.7% | +69.2% | -89.9% | -24.8% |
| YTD | -15.9% | +161.9% | -177.7% | -24.5% |
| 1Y | -9.9% | +176.2% | -186.1% | -19.6% |
| 3Y | +79.0% | +174.5% | -95.6% | +56.0% |
| 5Y | +61.3% | -71.9% | +133.3% | +55.0% |
| All | +61.3% | -74.0% | +135.3% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling