+229.8%
CHRW vs RNG
+327.7%
-98.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.4% |
| 7D | -1.4% | +5.8% | -7.2% | -1.9% |
| 30D | -3.5% | +19.6% | -23.1% | -5.0% |
| 3M | -19.4% | +67.0% | -86.4% | -23.3% |
| 6M | -21.4% | +88.4% | -109.7% | -26.4% |
| YTD | -7.1% | +155.5% | -162.6% | -16.0% |
| 1Y | +17.8% | +141.7% | -123.9% | +6.8% |
| 3Y | +78.8% | +131.1% | -52.3% | +59.5% |
| 5Y | +83.5% | -70.6% | +154.1% | +86.3% |
| 10Y | +160.2% | +228.2% | -68.0% | +91.6% |
| All | +229.8% | +327.7% | -98.0% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling