+21.2%
CHRW vs RUN
-48.0%
+69.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | +4.1% | -1.8% | +5.8% | +4.2% |
| 30D | +1.9% | -10.8% | +12.7% | +2.5% |
| 3M | -21.2% | -30.2% | +9.0% | -20.1% |
| 6M | -16.7% | -22.3% | +5.7% | -15.7% |
| YTD | -5.4% | -52.2% | +46.8% | -3.5% |
| 1Y | +21.2% | -45.1% | +66.3% | +25.9% |
| All | +21.2% | -48.0% | +69.2% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling