+4,266.9%
CHRW vs RRX
+742.7%
+3,524.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.4% | +3.4% | -4.9% | -2.4% |
| 30D | -3.5% | -11.1% | +7.7% | 0.0% |
| 3M | -19.4% | -23.7% | +4.3% | -13.9% |
| 6M | -21.4% | -22.0% | +0.6% | -17.8% |
| YTD | -7.1% | +16.5% | -23.6% | -14.8% |
| 1Y | +17.8% | +11.5% | +6.3% | +8.6% |
| 3Y | +78.8% | +1.5% | +77.3% | +60.9% |
| 5Y | +83.5% | +18.3% | +65.3% | +52.3% |
| 10Y | +160.2% | +209.8% | -49.6% | +46.4% |
| All | +4,266.9% | +742.7% | +3,524.2% | +1,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling