+169.3%
CHRW vs RRC
+7.9%
+161.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | +0.9% | +9.4% | -8.5% | 0.0% |
| 3M | -19.9% | +7.4% | -27.3% | -20.5% |
| 6M | -15.8% | +1.5% | -17.3% | -16.1% |
| YTD | -5.6% | +19.4% | -25.0% | -7.5% |
| 1Y | +21.0% | +24.2% | -3.2% | +17.9% |
| 3Y | +86.0% | +32.8% | +53.2% | +78.3% |
| 5Y | +88.6% | +152.9% | -64.3% | +66.8% |
| 10Y | +169.3% | +3.9% | +165.4% | +129.0% |
| All | +169.3% | +7.9% | +161.4% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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