+2.5%
RKT vs CHRW
+53.0%
-50.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.1% |
| 7D | +10.3% | +0.2% | +10.1% | +10.1% |
| 30D | +32.3% | -9.4% | +41.7% | +36.6% |
| 3M | +10.7% | -13.3% | +24.0% | +15.3% |
| 6M | -3.2% | -24.2% | +21.0% | +4.1% |
| YTD | -21.5% | -18.9% | -2.7% | -18.2% |
| 1Y | -6.0% | -12.4% | +6.4% | -4.6% |
| 3Y | +104.2% | +72.2% | +32.0% | +46.5% |
| 5Y | +2.5% | +53.4% | -50.9% | -22.9% |
| All | +2.5% | +53.0% | -50.5% | -22.9% |
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 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