+267.4%
RTX vs CHRW
+128.6%
+138.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +4.8% | +7.3% | -2.5% | +3.2% |
| 30D | +6.5% | -3.6% | +10.1% | +7.0% |
| 3M | -9.6% | -9.6% | -0.1% | -8.2% |
| 6M | +12.3% | -17.0% | +29.3% | +14.8% |
| YTD | +9.5% | -15.4% | +24.9% | +9.8% |
| 1Y | +15.8% | -10.0% | +25.8% | +14.3% |
| 3Y | +157.0% | +82.2% | +74.8% | +99.5% |
| 5Y | +148.8% | +59.4% | +89.5% | +95.4% |
| All | +267.4% | +128.6% | +138.8% | +150.0% |
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