+93.1%
CHRW vs RSG
+89.5%
+3.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +4.4% | -1.8% | +6.1% | +4.9% |
| 30D | +5.5% | +2.8% | +2.7% | +4.7% |
| 3M | -17.3% | +4.3% | -21.6% | -18.1% |
| 6M | -12.7% | -0.5% | -12.1% | -12.5% |
| YTD | -4.1% | +5.2% | -9.4% | -5.4% |
| 1Y | +21.2% | -2.1% | +23.4% | +22.1% |
| 3Y | +88.9% | +56.5% | +32.4% | +58.9% |
| 5Y | +93.1% | +89.5% | +3.6% | +50.0% |
| All | +93.1% | +89.5% | +3.6% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling