+18.3%
RSP vs CHRW
+16.7%
+1.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.8% | -1.8% | +1.1% | -0.6% |
| 30D | -0.3% | -3.9% | +3.5% | 0.0% |
| 3M | +4.3% | -19.7% | +24.0% | +5.8% |
| 6M | +8.8% | -21.7% | +30.5% | +10.3% |
| YTD | +15.3% | -7.5% | +22.8% | +15.3% |
| 1Y | +18.3% | +17.3% | +1.0% | +17.5% |
| All | +18.3% | +16.7% | +1.5% | +17.5% |
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