+57.5%
CHRW vs RVTY
-15.1%
+72.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.4% |
| 7D | +7.3% | -0.5% | +7.7% | +7.4% |
| 30D | -3.6% | +1.5% | -5.1% | -4.0% |
| 3M | -9.6% | +31.5% | -41.0% | -15.4% |
| 6M | -17.0% | +62.7% | -79.7% | -26.2% |
| YTD | -15.4% | +60.0% | -75.4% | -24.9% |
| 1Y | -10.0% | +65.7% | -75.7% | -20.7% |
| 3Y | +82.2% | +85.2% | -3.0% | +52.3% |
| All | +57.5% | -15.1% | +72.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling