+215.6%
RSP vs CHRW
+131.6%
+83.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +1.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +3.7% | -9.4% | +13.1% | +6.0% |
| 3M | +0.8% | -13.3% | +14.0% | +3.7% |
| 6M | +9.1% | -24.2% | +33.2% | +14.9% |
| YTD | +16.7% | -18.9% | +35.6% | +19.1% |
| 1Y | +19.7% | -12.4% | +32.1% | +19.4% |
| 3Y | +66.7% | +72.2% | -5.5% | +29.4% |
| 5Y | +48.7% | +53.4% | -4.7% | +17.3% |
| 10Y | +215.6% | +127.0% | +88.6% | +111.1% |
| All | +215.6% | +131.6% | +83.9% | +111.1% |
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