+1,575.7%
CHRW vs RCAT
-100.0%
+1,675.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -3.5% | -3.3% | -0.1% | -3.5% |
| 3M | -19.4% | -43.2% | +23.8% | -19.4% |
| 6M | -21.4% | -43.2% | +21.8% | -21.4% |
| YTD | -7.1% | +5.5% | -12.7% | -7.1% |
| 1Y | +17.8% | -1.6% | +19.5% | +17.8% |
| 3Y | +78.8% | +773.7% | -694.9% | +78.8% |
| 5Y | +83.5% | +187.6% | -104.1% | +83.6% |
| 10Y | +160.2% | -98.5% | +258.7% | +162.1% |
| All | +1,575.7% | -100.0% | +1,675.7% | +1,744.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling