+3,695.2%
CHRW vs ACGL
+4,450.1%
-754.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +0.7% | +6.4% | -5.7% | -0.7% |
| 30D | -5.0% | +16.6% | -21.6% | -8.4% |
| 3M | -16.1% | +11.6% | -27.7% | -18.3% |
| 6M | -22.6% | +17.5% | -40.1% | -25.7% |
| YTD | -19.3% | +15.3% | -34.6% | -22.4% |
| 1Y | -14.9% | +26.3% | -41.2% | -19.9% |
| 3Y | +68.0% | +35.9% | +32.1% | +53.9% |
| 5Y | +53.2% | +168.2% | -115.0% | +17.8% |
| 10Y | +134.8% | +352.0% | -217.2% | +54.4% |
| All | +3,695.2% | +4,450.1% | -754.9% | +1,700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling