+18.0%
RSP vs CHRW
-16.7%
+34.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +2.6% | -7.3% | +9.9% | +3.2% |
| 3M | -0.8% | -14.2% | +13.4% | +0.3% |
| 6M | +6.3% | -25.1% | +31.4% | +7.9% |
| YTD | +14.1% | -21.2% | +35.3% | +10.7% |
| 1Y | +18.0% | -14.2% | +32.2% | +10.2% |
| All | +18.0% | -16.7% | +34.7% | +10.2% |
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