+312.5%
CHRW vs GNRC
+2,120.5%
-1,808.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.4% |
| 7D | +1.9% | +4.8% | -2.9% | +1.1% |
| 30D | +0.9% | -10.4% | +11.3% | +2.7% |
| 3M | -19.9% | -28.5% | +8.6% | -15.5% |
| 6M | -15.8% | -6.8% | -9.0% | -15.8% |
| YTD | -5.6% | +39.5% | -45.1% | -12.6% |
| 1Y | +21.0% | +3.4% | +17.6% | +17.1% |
| 3Y | +86.0% | +65.1% | +20.9% | +61.0% |
| 5Y | +88.6% | -57.1% | +145.7% | +96.4% |
| 10Y | +169.3% | +432.5% | -263.2% | +66.1% |
| All | +312.5% | +2,120.5% | -1,808.0% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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