+82.2%
CHRW vs GEN
+67.9%
+14.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +7.3% | +2.0% | +5.2% | +7.0% |
| 30D | -3.6% | +27.7% | -31.3% | -6.6% |
| 3M | -9.6% | +3.3% | -12.8% | -9.9% |
| 6M | -17.0% | +31.8% | -48.8% | -20.2% |
| YTD | -15.4% | +13.5% | -28.9% | -17.2% |
| 1Y | -10.0% | +16.0% | -26.0% | -12.1% |
| 3Y | +82.2% | +70.6% | +11.6% | +52.2% |
| All | +82.2% | +67.9% | +14.2% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling