+11.1%
RDW vs CHRW
-10.6%
+21.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.2% | -5.0% |
| 7D | -14.3% | +4.9% | -19.2% | -15.6% |
| 30D | -26.0% | -4.8% | -21.2% | -25.1% |
| 3M | -27.4% | -13.1% | -14.2% | -24.3% |
| 6M | -10.6% | -16.3% | +5.7% | -11.3% |
| YTD | +1.6% | -15.8% | +17.4% | -9.3% |
| 1Y | +11.1% | -11.1% | +22.2% | -9.9% |
| All | +11.1% | -10.6% | +21.7% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling