+174.5%
CHRW vs RUN
+43.6%
+131.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.6% |
| 7D | +4.1% | -1.8% | +5.8% | +4.2% |
| 30D | +1.9% | -10.8% | +12.7% | +2.6% |
| 3M | -21.2% | -30.2% | +9.0% | -19.4% |
| 6M | -16.7% | -22.3% | +5.7% | -15.8% |
| YTD | -5.4% | -52.2% | +46.8% | -2.0% |
| 1Y | +21.2% | -45.1% | +66.3% | +23.5% |
| 3Y | +86.5% | -37.1% | +123.6% | +72.3% |
| 5Y | +93.0% | -80.3% | +173.3% | +87.1% |
| 10Y | +174.5% | +45.2% | +129.3% | +114.5% |
| All | +174.5% | +43.6% | +131.0% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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