+86.0%
CHRW vs RUN
-35.6%
+121.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.5% |
| 7D | +1.9% | +10.2% | -8.2% | +1.4% |
| 30D | +0.9% | -9.6% | +10.5% | +1.4% |
| 3M | -19.9% | -31.5% | +11.6% | -18.6% |
| 6M | -15.8% | -18.7% | +2.9% | -15.3% |
| YTD | -5.6% | -49.9% | +44.3% | -3.6% |
| 1Y | +21.0% | -45.5% | +66.5% | +22.6% |
| 3Y | +86.0% | -34.1% | +120.1% | +73.6% |
| All | +86.0% | -35.6% | +121.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling