-2.4%
AGG vs CHRW
+94.0%
-96.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -0.9% | +4.4% | -5.3% | -1.0% |
| 30D | -1.0% | +5.5% | -6.5% | -1.0% |
| 3M | -1.3% | -17.3% | +16.0% | -1.1% |
| 6M | -2.1% | -12.7% | +10.6% | -2.0% |
| YTD | -1.2% | -4.1% | +2.9% | -1.3% |
| 1Y | -0.5% | +21.2% | -21.7% | -1.0% |
| 3Y | +12.4% | +88.9% | -76.5% | +10.6% |
| 5Y | -2.4% | +93.1% | -95.5% | -3.8% |
| All | -2.4% | +94.0% | -96.4% | -3.8% |
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 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