+82.2%
CHRW vs RSG
+66.5%
+15.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.3% | +2.5% | +4.8% | +6.9% |
| 30D | -3.6% | +12.7% | -16.3% | -5.4% |
| 3M | -9.6% | +17.9% | -27.5% | -11.9% |
| 6M | -17.0% | +25.0% | -42.0% | -19.6% |
| YTD | -15.4% | +20.8% | -36.2% | -17.3% |
| 1Y | -10.0% | +24.3% | -34.3% | -12.3% |
| 3Y | +82.2% | +65.3% | +16.9% | +88.5% |
| All | +82.2% | +66.5% | +15.7% | +88.5% |
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