+292.2%
RCL vs CHRW
+58.8%
+233.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | +7.3% | -8.5% | -3.0% |
| 30D | +17.8% | -3.6% | +21.4% | +18.6% |
| 3M | +4.9% | -9.6% | +14.5% | +6.9% |
| 6M | +23.7% | -17.0% | +40.7% | +26.9% |
| YTD | +17.8% | -15.4% | +33.2% | +19.0% |
| 1Y | +28.9% | -10.0% | +38.9% | +27.7% |
| 3Y | +241.9% | +82.2% | +159.7% | +157.0% |
| All | +292.2% | +58.8% | +233.4% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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