+128.5%
CHRW vs RUN
+74.1%
+54.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.4% |
| 7D | -0.1% | +3.2% | -3.2% | -0.4% |
| 30D | -4.3% | +19.5% | -23.8% | -5.7% |
| 3M | -7.4% | -9.6% | +2.2% | -7.1% |
| 6M | -20.7% | -37.3% | +16.6% | -18.7% |
| YTD | -15.9% | -50.7% | +34.8% | -13.3% |
| 1Y | -9.9% | -54.1% | +44.2% | -6.8% |
| 3Y | +79.0% | -3.9% | +82.9% | +59.8% |
| 5Y | +61.3% | -84.4% | +145.7% | +58.7% |
| 10Y | +128.5% | +77.5% | +51.0% | +79.9% |
| All | +128.5% | +74.1% | +54.4% | +79.9% |
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