+1,322.5%
CHRW vs RCAT
-100.0%
+1,422.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -21.0% | -2.3% |
| 7D | +0.6% | -12.7% | +13.3% | +0.6% |
| 30D | -7.3% | -34.3% | +27.0% | -7.3% |
| 3M | -14.2% | -53.4% | +39.2% | -14.2% |
| 6M | -25.1% | -62.0% | +36.9% | -25.1% |
| YTD | -21.2% | -49.1% | +27.9% | -21.2% |
| 1Y | -14.2% | -53.1% | +39.0% | -14.2% |
| 3Y | +63.5% | +318.7% | -255.1% | +63.6% |
| 5Y | +49.6% | +48.5% | +1.1% | +49.7% |
| 10Y | +129.4% | -99.6% | +229.0% | +130.9% |
| All | +1,322.5% | -100.0% | +1,422.5% | +1,466.3% |
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