+127.0%
CHRW vs ACGL
+332.3%
-205.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | -9.4% | +13.1% | -22.5% | -12.1% |
| 3M | -13.3% | +9.8% | -23.0% | -15.4% |
| 6M | -24.2% | +15.3% | -39.4% | -27.0% |
| YTD | -18.9% | +12.7% | -31.6% | -21.7% |
| 1Y | -12.4% | +20.7% | -33.1% | -16.9% |
| 3Y | +72.2% | +34.3% | +37.9% | +57.0% |
| 5Y | +53.4% | +170.6% | -117.2% | +13.0% |
| 10Y | +127.0% | +330.6% | -203.6% | +26.3% |
| All | +127.0% | +332.3% | -205.4% | +26.3% |
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