+63.5%
CHRW vs GEN
+79.4%
-15.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.0% |
| 7D | +0.6% | +2.3% | -1.7% | +0.3% |
| 30D | -7.3% | +33.1% | -40.3% | -10.7% |
| 3M | -14.2% | +6.5% | -20.7% | -14.9% |
| 6M | -25.1% | +53.8% | -78.9% | -29.8% |
| YTD | -21.2% | +11.2% | -32.4% | -22.6% |
| 1Y | -14.2% | +19.4% | -33.5% | -16.6% |
| 3Y | +63.5% | +81.0% | -17.5% | +43.6% |
| All | +63.5% | +79.4% | -15.9% | +43.6% |
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