-29.7%
RIG vs CHRW
+85.4%
-115.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -8.2% | +4.1% | -12.3% | -9.0% |
| 30D | -0.2% | +1.9% | -2.1% | -0.7% |
| 3M | -2.7% | -21.2% | +18.4% | +1.7% |
| 6M | -7.5% | -16.7% | +9.2% | -4.9% |
| YTD | +38.3% | -5.4% | +43.6% | +35.9% |
| 1Y | +81.8% | +21.2% | +60.7% | +64.9% |
| All | -29.7% | +85.4% | -115.1% | -43.7% |
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