+128.5%
CHRW vs ACGL
+329.5%
-200.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.1% | -1.4% | +1.3% | +0.3% |
| 30D | -4.3% | +12.4% | -16.6% | -7.1% |
| 3M | -7.4% | +11.1% | -18.5% | -9.9% |
| 6M | -20.7% | +16.3% | -37.0% | -23.8% |
| YTD | -15.9% | +13.8% | -29.7% | -19.0% |
| 1Y | -9.9% | +20.4% | -30.3% | -14.5% |
| 3Y | +79.0% | +33.6% | +45.4% | +63.4% |
| 5Y | +61.3% | +176.8% | -115.5% | +18.1% |
| 10Y | +128.5% | +324.6% | -196.1% | +31.9% |
| All | +128.5% | +329.5% | -200.9% | +31.9% |
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