+55.6%
RGTI vs CHRW
+90.3%
-34.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -0.1% | +4.4% | -4.5% | -1.2% |
| 30D | -16.2% | +5.5% | -21.7% | -17.5% |
| 3M | -22.0% | -17.3% | -4.8% | -19.1% |
| 6M | -10.8% | -12.7% | +1.9% | -10.1% |
| YTD | -31.6% | -4.1% | -27.4% | -33.6% |
| 1Y | -6.4% | +21.2% | -27.6% | -16.9% |
| 3Y | +665.7% | +88.9% | +576.8% | +470.9% |
| All | +55.6% | +90.3% | -34.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling