+129.9%
CHRW vs AG
+76.0%
+53.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | +7.3% | -10.0% | +17.2% | +7.6% |
| 30D | -3.6% | -10.5% | +6.9% | -3.3% |
| 3M | -9.6% | -27.3% | +17.7% | -8.8% |
| 6M | -17.0% | -43.0% | +26.0% | -15.8% |
| YTD | -15.4% | -17.9% | +2.5% | -15.4% |
| 1Y | -10.0% | +11.9% | -21.9% | -10.7% |
| 3Y | +82.2% | +201.8% | -119.7% | +73.8% |
| 5Y | +59.4% | -0.1% | +59.4% | +55.5% |
| All | +129.9% | +76.0% | +53.9% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling