+93.0%
CHRW vs RNG
-70.2%
+163.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +4.1% | -4.1% | +8.1% | +4.4% |
| 30D | +1.9% | +8.6% | -6.7% | +1.1% |
| 3M | -21.2% | +78.0% | -99.1% | -25.2% |
| 6M | -16.7% | +67.0% | -83.7% | -20.9% |
| YTD | -5.4% | +142.4% | -147.8% | -13.8% |
| 1Y | +21.2% | +120.4% | -99.3% | +11.1% |
| 3Y | +86.5% | +122.1% | -35.7% | +67.0% |
| 5Y | +93.0% | -69.8% | +162.9% | +79.0% |
| All | +93.0% | -70.2% | +163.2% | +79.0% |
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