+169.3%
CHRW vs RVTY
+140.1%
+29.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.3% |
| 7D | +1.9% | +0.4% | +1.6% | +1.8% |
| 30D | +0.9% | +10.8% | -9.9% | -1.7% |
| 3M | -19.9% | +26.8% | -46.7% | -24.7% |
| 6M | -15.8% | +39.3% | -55.1% | -23.2% |
| YTD | -5.6% | +31.6% | -37.2% | -12.7% |
| 1Y | +21.0% | +47.7% | -26.7% | +8.0% |
| 3Y | +86.0% | +19.9% | +66.1% | +70.8% |
| 5Y | +88.6% | -32.3% | +121.0% | +97.1% |
| 10Y | +169.3% | +138.4% | +30.9% | +95.1% |
| All | +169.3% | +140.1% | +29.2% | +95.1% |
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