+4,266.9%
CHRW vs RRC
+292.3%
+3,974.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | -3.5% | +10.1% | -13.6% | -4.6% |
| 3M | -19.4% | +4.0% | -23.4% | -19.9% |
| 6M | -21.4% | +1.6% | -23.0% | -21.7% |
| YTD | -7.1% | +19.7% | -26.8% | -9.5% |
| 1Y | +17.8% | +21.4% | -3.6% | +14.3% |
| 3Y | +78.8% | +29.7% | +49.1% | +70.0% |
| 5Y | +83.5% | +153.9% | -70.3% | +55.7% |
| 10Y | +160.2% | +10.8% | +149.4% | +117.9% |
| All | +4,266.9% | +292.3% | +3,974.6% | +3,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling