+164.3%
CHRW vs RY
+371.9%
-207.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -1.4% | +3.1% | -4.5% | -2.6% |
| 30D | -3.5% | -0.3% | -3.1% | -3.4% |
| 3M | -19.4% | +8.7% | -28.1% | -22.4% |
| 6M | -21.4% | +28.5% | -49.9% | -29.5% |
| YTD | -7.1% | +25.1% | -32.2% | -15.7% |
| 1Y | +17.8% | +46.3% | -28.5% | +0.2% |
| 3Y | +78.8% | +154.9% | -76.2% | +19.6% |
| 5Y | +83.5% | +140.3% | -56.8% | +24.8% |
| All | +164.3% | +371.9% | -207.5% | +41.0% |
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