+169.3%
CHRW vs RCAT
-98.4%
+267.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.7% |
| 7D | +1.9% | +5.4% | -3.5% | +1.9% |
| 30D | +0.9% | -5.6% | +6.5% | +0.9% |
| 3M | -19.9% | -30.2% | +10.3% | -19.8% |
| 6M | -15.8% | -43.4% | +27.6% | -15.8% |
| YTD | -5.6% | +9.6% | -15.2% | -5.6% |
| 1Y | +21.0% | -2.0% | +23.0% | +21.0% |
| 3Y | +86.0% | +825.0% | -739.0% | +85.5% |
| 5Y | +88.6% | +199.8% | -111.2% | +88.1% |
| 10Y | +169.3% | -98.4% | +267.7% | +167.4% |
| All | +169.3% | -98.4% | +267.7% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RCAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling