+273.8%
RTX vs CHRW
+131.6%
+142.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.0% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +5.6% | -9.4% | +14.9% | +7.5% |
| 3M | -11.7% | -13.3% | +1.6% | -9.5% |
| 6M | +12.3% | -24.2% | +36.5% | +17.1% |
| YTD | +8.2% | -18.9% | +27.1% | +9.5% |
| 1Y | +12.6% | -12.4% | +24.9% | +11.6% |
| 3Y | +152.8% | +72.2% | +80.6% | +98.9% |
| 5Y | +140.2% | +53.4% | +86.8% | +89.9% |
| 10Y | +273.8% | +127.0% | +146.8% | +146.7% |
| All | +273.8% | +131.6% | +142.2% | +146.7% |
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