+122.7%
CHRW vs GEN
+151.0%
-28.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | -9.4% | +29.1% | -38.4% | -12.8% |
| 3M | -12.6% | +2.9% | -15.5% | -13.3% |
| 6M | -24.2% | +33.6% | -57.8% | -27.8% |
| YTD | -18.9% | +12.0% | -30.9% | -21.0% |
| 1Y | -13.7% | +16.2% | -29.8% | -16.4% |
| 3Y | +72.6% | +65.1% | +7.5% | +56.9% |
| 5Y | +55.6% | +33.3% | +22.3% | +43.3% |
| 10Y | +122.7% | +149.7% | -26.9% | +75.5% |
| All | +122.7% | +151.0% | -28.2% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling