-68.1%
RGTI vs CHRW
-10.6%
-57.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -9.6% | +4.9% | -14.5% | -9.6% |
| 30D | -26.0% | -4.8% | -21.2% | -26.0% |
| 3M | -35.8% | -13.1% | -22.6% | -35.8% |
| 6M | -36.7% | -16.3% | -20.3% | -39.4% |
| YTD | -49.4% | -15.8% | -33.6% | -51.2% |
| 1Y | -68.1% | -11.1% | -57.0% | -70.9% |
| All | -68.1% | -10.6% | -57.6% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling