+178.3%
CHRW vs RRX
+228.4%
-50.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.7% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | +4.6% | -6.1% | +10.7% | +6.1% |
| 3M | -19.7% | -23.1% | +3.3% | -15.4% |
| 6M | -12.4% | -19.5% | +7.1% | -9.8% |
| YTD | -3.9% | +16.1% | -20.0% | -10.7% |
| 1Y | +18.4% | +12.9% | +5.5% | +10.0% |
| 3Y | +88.8% | +7.9% | +80.9% | +70.1% |
| 5Y | +93.5% | +19.1% | +74.4% | +63.6% |
| All | +178.3% | +228.4% | -50.1% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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