+414.4%
CHRW vs AG
+445.6%
-31.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.2% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -3.5% | +19.2% | -22.6% | -4.4% |
| 3M | -19.4% | +6.2% | -25.6% | -19.9% |
| 6M | -21.4% | -26.7% | +5.3% | -20.6% |
| YTD | -7.1% | +26.1% | -33.3% | -9.1% |
| 1Y | +17.8% | +131.7% | -113.8% | +11.3% |
| 3Y | +78.8% | +255.3% | -176.6% | +61.7% |
| 5Y | +83.5% | +61.9% | +21.6% | +70.8% |
| 10Y | +160.2% | +72.0% | +88.2% | +129.3% |
| All | +414.4% | +445.6% | -31.2% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling