+53.9%
RGTI vs CHRW
+72.5%
-18.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +2.5% | +4.1% | -1.6% | +1.5% |
| 30D | -13.7% | +1.9% | -15.5% | -14.2% |
| 3M | -22.6% | -21.2% | -1.4% | -18.6% |
| 6M | -13.4% | -16.7% | +3.3% | -11.4% |
| YTD | -31.2% | -5.4% | -25.8% | -33.0% |
| 1Y | -7.6% | +21.2% | -28.8% | -17.7% |
| 3Y | +669.7% | +86.5% | +583.2% | +484.5% |
| 5Y | +57.0% | +93.0% | -36.0% | +23.3% |
| All | +53.9% | +72.5% | -18.5% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling