+83.3%
CHRW vs RGEN
+0.8%
+82.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.4% | -4.9% | +3.5% | -0.8% |
| 30D | -3.5% | +5.7% | -9.1% | -4.2% |
| 3M | -19.4% | +32.4% | -51.8% | -22.7% |
| 6M | -21.4% | +33.2% | -54.6% | -25.0% |
| YTD | -7.1% | +2.3% | -9.4% | -8.5% |
| 1Y | +17.8% | +39.0% | -21.2% | +11.3% |
| All | +83.3% | +0.8% | +82.5% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling