+207.6%
RSP vs CHRW
+163.8%
+43.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -0.3% | -3.5% | +3.1% | +0.5% |
| 3M | +4.3% | -19.4% | +23.7% | +9.2% |
| 6M | +8.8% | -21.4% | +30.2% | +14.2% |
| YTD | +15.3% | -7.1% | +22.4% | +14.5% |
| 1Y | +18.3% | +17.8% | +0.5% | +8.6% |
| 3Y | +52.8% | +78.8% | -26.0% | +19.4% |
| 5Y | +51.7% | +83.5% | -31.8% | +14.2% |
| All | +207.6% | +163.8% | +43.8% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling