+178.3%
CHRW vs RSG
+428.9%
-250.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +4.6% | +4.0% | +0.6% | +3.0% |
| 3M | -19.7% | +7.4% | -27.1% | -21.9% |
| 6M | -12.4% | +0.1% | -12.5% | -12.7% |
| YTD | -3.9% | +6.0% | -9.9% | -6.4% |
| 1Y | +18.4% | -3.0% | +21.4% | +19.3% |
| 3Y | +88.8% | +56.5% | +32.4% | +51.7% |
| 5Y | +93.5% | +90.9% | +2.6% | +39.9% |
| All | +178.3% | +428.9% | -250.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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