+147.8%
CHRW vs RUN
-34.8%
+182.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.5% | +0.9% |
| 7D | +4.7% | -13.7% | +18.4% | +5.6% |
| 30D | -2.6% | +9.4% | -12.0% | -3.3% |
| 3M | -8.0% | -13.4% | +5.4% | -7.5% |
| 6M | -19.0% | -39.6% | +20.6% | -17.0% |
| YTD | -15.5% | -53.7% | +38.2% | -12.8% |
| 1Y | -10.8% | -56.2% | +45.4% | -7.9% |
| 3Y | +79.8% | -9.7% | +89.6% | +64.1% |
| 5Y | +59.3% | -85.5% | +144.7% | +57.0% |
| 10Y | +129.6% | +66.7% | +62.9% | +97.0% |
| All | +147.8% | -34.8% | +182.6% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling