+4,266.9%
CHRW vs RVTY
+1,463.0%
+2,803.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | -3.5% | +13.2% | -16.7% | -6.2% |
| 3M | -19.4% | +27.2% | -46.6% | -23.9% |
| 6M | -21.4% | +32.4% | -53.8% | -26.8% |
| YTD | -7.1% | +34.9% | -42.0% | -13.9% |
| 1Y | +17.8% | +52.4% | -34.5% | +5.7% |
| 3Y | +78.8% | +12.3% | +66.5% | +68.3% |
| 5Y | +83.5% | -30.8% | +114.3% | +89.2% |
| 10Y | +160.2% | +150.7% | +9.6% | +96.1% |
| All | +4,266.9% | +1,463.0% | +2,803.9% | +1,832.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling