+3,715.3%
CHRW vs RRC
+357.4%
+3,357.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.9% |
| 7D | +0.2% | -10.3% | +10.5% | +1.5% |
| 30D | -9.4% | +19.5% | -28.8% | -11.5% |
| 3M | -13.3% | +27.9% | -41.2% | -16.1% |
| 6M | -24.2% | +21.2% | -45.3% | -26.3% |
| YTD | -18.9% | +39.6% | -58.4% | -22.6% |
| 1Y | -12.4% | +31.3% | -43.6% | -15.9% |
| 3Y | +72.2% | +51.9% | +20.3% | +60.3% |
| 5Y | +53.4% | +110.2% | -56.8% | +33.2% |
| 10Y | +127.0% | +56.7% | +70.3% | +81.5% |
| All | +3,715.3% | +357.4% | +3,357.9% | +2,883.5% |
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