+122.7%
CHRW vs ACGL
+332.0%
-209.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.4% | +1.3% | -4.6% | -3.7% |
| 30D | -9.4% | +14.2% | -23.6% | -12.3% |
| 3M | -12.6% | +11.1% | -23.7% | -15.0% |
| 6M | -24.2% | +16.4% | -40.5% | -27.2% |
| YTD | -18.9% | +13.8% | -32.6% | -21.9% |
| 1Y | -13.7% | +21.6% | -35.2% | -18.3% |
| 3Y | +72.6% | +33.5% | +39.0% | +57.6% |
| 5Y | +55.6% | +174.8% | -119.3% | +14.1% |
| 10Y | +122.7% | +330.4% | -207.6% | +25.6% |
| All | +122.7% | +332.0% | -209.3% | +25.6% |
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