+275.2%
RTX vs CHRW
+168.2%
+107.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -10.6% | +0.9% | -11.5% | -10.8% |
| 3M | +11.6% | -19.9% | +31.5% | +16.1% |
| 6M | -4.5% | -15.8% | +11.3% | -2.3% |
| YTD | +9.6% | -5.6% | +15.2% | +8.0% |
| 1Y | +30.8% | +21.0% | +9.8% | +19.9% |
| 3Y | +152.8% | +86.0% | +66.8% | +98.2% |
| 5Y | +167.1% | +88.6% | +78.5% | +100.1% |
| 10Y | +275.2% | +169.3% | +105.9% | +135.4% |
| All | +275.2% | +168.2% | +107.0% | +135.4% |
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 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