+21.0%
CHRW vs RVTY
+48.7%
-27.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +1.9% | +0.4% | +1.6% | +1.8% |
| 30D | +0.9% | +10.8% | -9.9% | -0.8% |
| 3M | -19.9% | +26.8% | -46.7% | -23.1% |
| 6M | -15.8% | +39.3% | -55.1% | -20.9% |
| YTD | -5.6% | +31.6% | -37.2% | -9.5% |
| 1Y | +21.0% | +47.7% | -26.7% | +15.9% |
| All | +21.0% | +48.7% | -27.6% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling