+3,607.0%
CHRW vs RRC
+356.1%
+3,250.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | +0.6% | -10.8% | +11.4% | +2.0% |
| 30D | -7.3% | +22.3% | -29.6% | -9.8% |
| 3M | -14.2% | +26.6% | -40.8% | -16.9% |
| 6M | -25.1% | +18.9% | -44.0% | -27.0% |
| YTD | -21.2% | +39.2% | -60.4% | -24.8% |
| 1Y | -14.2% | +34.0% | -48.1% | -17.8% |
| 3Y | +63.5% | +42.0% | +21.5% | +53.5% |
| 5Y | +49.6% | +111.9% | -62.3% | +29.8% |
| 10Y | +129.4% | +62.8% | +66.6% | +82.4% |
| All | +3,607.0% | +356.1% | +3,250.9% | +2,799.7% |
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