+129.9%
CHRW vs RY
+351.1%
-221.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +7.3% | +0.6% | +6.7% | +7.1% |
| 30D | -3.6% | +5.0% | -8.6% | -5.5% |
| 3M | -9.6% | -5.3% | -4.3% | -7.7% |
| 6M | -17.0% | +13.8% | -30.8% | -21.8% |
| YTD | -15.4% | +21.0% | -36.4% | -22.3% |
| 1Y | -10.0% | +40.5% | -50.5% | -22.2% |
| 3Y | +82.2% | +159.7% | -77.5% | +21.0% |
| 5Y | +59.4% | +124.3% | -65.0% | +11.3% |
| All | +129.9% | +351.1% | -221.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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