+17.3%
CHRW vs GEN
+5.4%
+11.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -1.8% | -1.2% | -0.6% | -1.7% |
| 30D | -3.9% | +10.1% | -14.0% | -5.2% |
| 3M | -19.7% | +16.1% | -35.8% | -21.2% |
| 6M | -21.7% | +38.9% | -60.6% | -25.3% |
| YTD | -7.5% | +14.4% | -22.0% | -6.7% |
| 1Y | +17.3% | +5.9% | +11.5% | +15.9% |
| All | +17.3% | +5.4% | +11.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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