+147.4%
RTX vs CHRW
+58.8%
+88.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +4.8% | +7.3% | -2.5% | +4.0% |
| 30D | +6.5% | -3.6% | +10.1% | +6.7% |
| 3M | -9.6% | -9.6% | -0.1% | -9.0% |
| 6M | +12.3% | -17.0% | +29.3% | +13.3% |
| YTD | +9.5% | -15.4% | +24.9% | +9.3% |
| 1Y | +15.8% | -10.0% | +25.8% | +14.7% |
| 3Y | +157.0% | +82.2% | +74.8% | +123.5% |
| All | +147.4% | +58.8% | +88.7% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling