+55.6%
CHRW vs RY
+123.9%
-68.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | -9.4% | +6.1% | -15.5% | -11.6% |
| 3M | -12.6% | -3.4% | -9.3% | -11.5% |
| 6M | -24.2% | +12.8% | -36.9% | -28.6% |
| YTD | -18.9% | +21.0% | -39.9% | -26.0% |
| 1Y | -13.7% | +40.5% | -54.1% | -26.3% |
| 3Y | +72.6% | +159.9% | -87.3% | +9.3% |
| 5Y | +55.6% | +125.0% | -69.4% | +1.8% |
| All | +55.6% | +123.9% | -68.4% | +1.8% |
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