+2.8%
RDW vs CHRW
+77.3%
-74.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -5.0% | -4.8% |
| 7D | +3.6% | +4.1% | -0.5% | +2.2% |
| 30D | -18.4% | +1.9% | -20.3% | -19.1% |
| 3M | -32.1% | -21.2% | -10.9% | -27.1% |
| 6M | +10.9% | -16.7% | +27.5% | +15.8% |
| YTD | +40.8% | -5.4% | +46.2% | +40.6% |
| 1Y | +31.1% | +21.2% | +10.0% | +19.4% |
| 3Y | +245.2% | +86.5% | +158.7% | +161.6% |
| 5Y | -16.7% | +93.0% | -109.8% | -32.3% |
| All | +2.8% | +77.3% | -74.5% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling