+86.0%
CHRW vs RRX
+3.6%
+82.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | +1.9% | -8.0% | +9.9% | +3.2% |
| 3M | -21.2% | -25.1% | +3.9% | -17.9% |
| 6M | -16.7% | -18.3% | +1.6% | -15.3% |
| YTD | -5.4% | +14.2% | -19.5% | -9.4% |
| 1Y | +21.2% | +13.0% | +8.1% | +15.5% |
| All | +86.0% | +3.6% | +82.3% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling