+3,695.2%
CHRW vs RY
+4,778.3%
-1,083.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -2.9% |
| 7D | +0.7% | -1.1% | +1.8% | +1.2% |
| 30D | -5.0% | +4.4% | -9.4% | -6.8% |
| 3M | -16.1% | -2.9% | -13.2% | -15.2% |
| 6M | -22.6% | +15.6% | -38.2% | -27.6% |
| YTD | -19.3% | +21.8% | -41.1% | -26.1% |
| 1Y | -14.9% | +42.6% | -57.5% | -27.0% |
| 3Y | +68.0% | +160.9% | -92.9% | +11.1% |
| 5Y | +53.2% | +126.1% | -72.9% | +6.6% |
| 10Y | +134.8% | +371.7% | -236.9% | +17.3% |
| All | +3,695.2% | +4,778.3% | -1,083.2% | +589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling