+2,786.1%
RTX vs CHRW
+4,173.0%
-1,386.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | -5.2% | -1.4% | -3.8% | -4.8% |
| 30D | -9.4% | -3.5% | -5.9% | -8.5% |
| 3M | +12.3% | -19.4% | +31.7% | +18.1% |
| 6M | -3.1% | -21.4% | +18.2% | +2.1% |
| YTD | +10.7% | -7.1% | +17.8% | +9.8% |
| 1Y | +28.4% | +17.8% | +10.6% | +17.2% |
| 3Y | +147.1% | +78.8% | +68.3% | +90.5% |
| 5Y | +167.2% | +83.5% | +83.7% | +98.8% |
| 10Y | +274.7% | +160.2% | +114.5% | +141.7% |
| All | +2,786.1% | +4,173.0% | -1,386.8% | +697.3% |
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