+230.8%
RDW vs CHRW
+88.3%
+142.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | +3.5% | -2.6% | -0.3% |
| 30D | -21.3% | +4.6% | -25.9% | -22.5% |
| 3M | -37.9% | -19.7% | -18.1% | -33.9% |
| 6M | +12.3% | -12.4% | +24.7% | +14.9% |
| YTD | +39.7% | -3.9% | +43.6% | +39.0% |
| 1Y | +25.7% | +18.4% | +7.3% | +16.3% |
| 3Y | +230.8% | +88.8% | +142.0% | +160.4% |
| All | +230.8% | +88.3% | +142.5% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling