+2,624.3%
RTX vs CHRW
+3,527.3%
-903.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | +5.1% | -7.3% | +12.4% | +7.1% |
| 3M | -14.8% | -14.2% | -0.6% | -11.7% |
| 6M | +8.0% | -25.1% | +33.1% | +15.0% |
| YTD | +4.5% | -21.2% | +25.6% | +7.9% |
| 1Y | +9.8% | -14.2% | +24.0% | +10.4% |
| 3Y | +144.2% | +63.5% | +80.7% | +91.5% |
| 5Y | +131.4% | +49.6% | +81.8% | +82.0% |
| 10Y | +273.3% | +129.4% | +143.9% | +147.7% |
| All | +2,624.3% | +3,527.3% | -903.0% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling