+127.0%
CHRW vs RVTY
+217.6%
-90.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.1% |
| 7D | +0.2% | +6.0% | -5.8% | -1.2% |
| 30D | -9.4% | +4.3% | -13.6% | -10.4% |
| 3M | -13.3% | +40.2% | -53.5% | -20.7% |
| 6M | -24.2% | +59.3% | -83.5% | -33.1% |
| YTD | -18.9% | +66.5% | -85.4% | -29.6% |
| 1Y | -12.4% | +77.5% | -89.8% | -25.2% |
| 3Y | +72.2% | +92.5% | -20.2% | +39.9% |
| 5Y | +53.4% | -6.8% | +60.2% | +47.1% |
| 10Y | +127.0% | +225.4% | -98.4% | +57.9% |
| All | +127.0% | +217.6% | -90.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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