+82.2%
CHRW vs RCAT
+331.8%
-249.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.1% |
| 7D | +7.3% | -5.9% | +13.2% | +7.4% |
| 30D | -3.6% | -19.7% | +16.1% | -3.3% |
| 3M | -9.6% | -62.9% | +53.3% | -8.1% |
| 6M | -17.0% | -59.6% | +42.6% | -16.0% |
| YTD | -15.4% | -52.1% | +36.7% | -14.7% |
| 1Y | -10.0% | -50.9% | +40.9% | -9.3% |
| 3Y | +82.2% | +333.8% | -251.6% | +91.1% |
| All | +82.2% | +331.8% | -249.7% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling