+17.3%
CHRW vs AG
+125.2%
-107.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -1.8% | +1.0% | -2.8% | -1.9% |
| 30D | -3.9% | +19.2% | -23.1% | -5.3% |
| 3M | -19.7% | +6.2% | -25.9% | -20.5% |
| 6M | -21.7% | -26.7% | +5.0% | -20.3% |
| YTD | -7.5% | +26.1% | -33.6% | -9.8% |
| 1Y | +17.3% | +131.7% | -114.3% | +14.4% |
| All | +17.3% | +125.2% | -107.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling