+204.4%
RSP vs CHRW
+168.2%
+36.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | -1.5% | +0.9% | -2.5% | -1.9% |
| 3M | +4.8% | -19.9% | +24.7% | +10.0% |
| 6M | +10.3% | -15.8% | +26.1% | +13.6% |
| YTD | +14.1% | -5.6% | +19.6% | +12.8% |
| 1Y | +17.0% | +21.0% | -4.0% | +6.6% |
| 3Y | +54.2% | +86.0% | -31.8% | +19.0% |
| 5Y | +51.5% | +88.6% | -37.1% | +13.0% |
| 10Y | +204.4% | +169.3% | +35.1% | +91.4% |
| All | +204.4% | +168.2% | +36.2% | +91.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling