-13.7%
CHRW vs RCAT
-53.5%
+39.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.4% | -8.5% | +2.5% |
| 7D | +0.2% | +1.1% | -0.9% | +0.1% |
| 30D | -9.4% | -22.0% | +12.7% | -8.7% |
| 3M | -13.3% | -51.1% | +37.9% | -11.3% |
| 6M | -24.2% | -56.6% | +32.5% | -22.4% |
| YTD | -18.9% | -43.3% | +24.4% | -19.0% |
| All | -13.7% | -53.5% | +39.8% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling