+3,852.0%
CHRW vs RSG
+2,015.2%
+1,836.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.5% | +7.6% | -11.0% | -5.5% |
| 3M | -19.4% | +7.4% | -26.8% | -21.1% |
| 6M | -21.4% | -3.3% | -18.1% | -20.8% |
| YTD | -7.1% | +6.0% | -13.1% | -8.9% |
| 1Y | +17.8% | -3.7% | +21.5% | +18.6% |
| 3Y | +78.8% | +59.1% | +19.7% | +54.8% |
| 5Y | +83.5% | +89.0% | -5.5% | +50.5% |
| 10Y | +160.2% | +412.5% | -252.3% | +61.7% |
| All | +3,852.0% | +2,015.2% | +1,836.7% | +1,531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling