+86.0%
CHRW vs RSG
+57.5%
+28.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +1.9% | +3.7% | -1.8% | +1.2% |
| 3M | -21.2% | +6.2% | -27.3% | -21.7% |
| 6M | -16.7% | -2.8% | -13.9% | -16.0% |
| YTD | -5.4% | +5.9% | -11.3% | -5.6% |
| 1Y | +21.2% | -1.8% | +22.9% | +22.2% |
| All | +86.0% | +57.5% | +28.4% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling