+13.3%
RTX vs CHRW
-9.5%
+22.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +3.4% | +4.7% | -1.4% | +3.2% |
| 30D | +8.4% | -2.6% | +11.0% | +8.3% |
| 3M | -10.7% | -8.0% | -2.7% | -10.7% |
| 6M | +11.7% | -19.0% | +30.7% | +10.6% |
| YTD | +9.3% | -15.5% | +24.8% | +4.8% |
| 1Y | +13.3% | -10.8% | +24.1% | +7.7% |
| All | +13.3% | -9.5% | +22.8% | +7.7% |
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 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