+55.6%
CHRW vs RGEN
-35.9%
+91.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -3.4% | -2.4% | -1.0% | -3.1% |
| 30D | -9.4% | +0.1% | -9.4% | -9.5% |
| 3M | -12.6% | +6.6% | -19.3% | -13.8% |
| 6M | -24.2% | +40.9% | -65.1% | -28.4% |
| YTD | -18.9% | +6.2% | -25.0% | -20.7% |
| 1Y | -13.7% | +19.4% | -33.1% | -16.9% |
| 3Y | +72.6% | +17.9% | +54.7% | +61.4% |
| 5Y | +55.6% | -34.0% | +89.6% | +40.5% |
| All | +55.6% | -35.9% | +91.4% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling