+3,715.3%
CHRW vs RGEN
+16,274.6%
-12,559.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | -9.4% | +0.1% | -9.4% | -9.4% |
| 3M | -12.6% | +6.6% | -19.3% | -13.1% |
| 6M | -24.2% | +40.9% | -65.1% | -25.9% |
| YTD | -18.9% | +6.2% | -25.0% | -19.6% |
| 1Y | -13.7% | +19.4% | -33.1% | -15.0% |
| 3Y | +72.6% | +17.9% | +54.7% | +68.2% |
| 5Y | +55.6% | -34.0% | +89.6% | +54.2% |
| 10Y | +122.7% | +453.9% | -331.2% | +96.1% |
| All | +3,715.3% | +16,274.6% | -12,559.3% | +2,645.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling