+4,266.9%
CHRW vs GEN
+3,122.1%
+1,144.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | -3.5% | +10.1% | -13.6% | -5.1% |
| 3M | -19.4% | +16.1% | -35.5% | -21.7% |
| 6M | -21.4% | +38.9% | -60.2% | -26.3% |
| YTD | -7.1% | +14.4% | -21.6% | -10.0% |
| 1Y | +17.8% | +5.9% | +12.0% | +15.6% |
| 3Y | +78.8% | +58.8% | +20.0% | +61.4% |
| 5Y | +83.5% | +24.7% | +58.9% | +70.3% |
| 10Y | +160.2% | +163.1% | -2.8% | +101.4% |
| All | +4,266.9% | +3,122.1% | +1,144.7% | +1,888.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling