+164.0%
CHRW vs ACGL
+276.1%
-112.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -3.5% | -1.0% | -2.5% | -3.3% |
| 3M | -19.4% | +11.0% | -30.4% | -21.6% |
| 6M | -21.4% | -0.3% | -21.0% | -21.5% |
| YTD | -7.1% | +2.3% | -9.4% | -8.1% |
| 1Y | +17.8% | +6.4% | +11.4% | +15.3% |
| 3Y | +78.8% | +34.0% | +44.8% | +62.7% |
| 5Y | +83.5% | +161.6% | -78.1% | +36.1% |
| All | +164.0% | +276.1% | -112.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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