+174.5%
CHRW vs RGEN
+402.3%
-227.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +4.1% | -4.6% | +8.6% | +4.6% |
| 30D | +1.9% | +1.2% | +0.7% | +1.7% |
| 3M | -21.2% | +26.8% | -48.0% | -23.7% |
| 6M | -16.7% | +29.1% | -45.7% | -19.8% |
| YTD | -5.4% | +0.7% | -6.1% | -6.3% |
| 1Y | +21.2% | +39.1% | -17.9% | +15.1% |
| 3Y | +86.5% | +2.2% | +84.2% | +79.0% |
| 5Y | +93.0% | -44.0% | +137.0% | +91.7% |
| 10Y | +174.5% | +412.7% | -238.2% | +107.0% |
| All | +174.5% | +402.3% | -227.8% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling