+1,142.9%
RSP vs CHRW
+1,020.4%
+122.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | -3.4% | +4.1% | +2.0% |
| 30D | +3.7% | -9.4% | +13.0% | +6.8% |
| 3M | +0.7% | -12.6% | +13.3% | +4.4% |
| 6M | +9.0% | -24.2% | +33.2% | +17.1% |
| YTD | +16.7% | -18.9% | +35.5% | +20.2% |
| 1Y | +19.0% | -13.7% | +32.6% | +19.7% |
| 3Y | +64.7% | +72.6% | -7.9% | +20.6% |
| 5Y | +49.6% | +55.6% | -6.0% | +10.8% |
| 10Y | +213.2% | +122.7% | +90.4% | +90.1% |
| All | +1,142.9% | +1,020.4% | +122.5% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling