+14.1%
AGG vs CHRW
+183.1%
-169.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | +3.5% | -4.5% | -1.1% |
| 30D | -1.1% | +4.6% | -5.7% | -1.2% |
| 3M | -1.9% | -19.7% | +17.8% | -1.9% |
| 6M | -1.7% | -12.4% | +10.7% | -1.7% |
| YTD | -1.3% | -3.9% | +2.6% | -1.3% |
| 1Y | -0.7% | +18.4% | -19.1% | -0.8% |
| 3Y | +12.5% | +88.8% | -76.4% | +12.1% |
| 5Y | -2.5% | +93.5% | -96.0% | -2.6% |
| All | +14.1% | +183.1% | -169.0% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling