+86.8%
CHRW vs RY
+140.8%
-53.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -1.4% | +3.1% | -4.5% | -2.7% |
| 30D | -3.5% | -0.3% | -3.1% | -3.4% |
| 3M | -19.4% | +8.7% | -28.1% | -22.7% |
| 6M | -21.4% | +28.5% | -49.9% | -30.2% |
| YTD | -7.1% | +25.1% | -32.2% | -16.5% |
| 1Y | +17.8% | +46.3% | -28.5% | -1.2% |
| 3Y | +78.8% | +154.9% | -76.2% | +14.3% |
| All | +86.8% | +140.8% | -53.9% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling