+336.7%
CHRW vs AG
+294.5%
+42.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.4% |
| 7D | +0.6% | +6.3% | -5.7% | +0.2% |
| 30D | -7.3% | -8.9% | +1.7% | -6.9% |
| 3M | -14.2% | -12.2% | -2.0% | -13.8% |
| 6M | -25.1% | -28.3% | +3.2% | -24.2% |
| YTD | -21.2% | -8.8% | -12.3% | -21.6% |
| 1Y | -14.2% | +39.4% | -53.5% | -16.6% |
| 3Y | +63.5% | +229.4% | -165.9% | +48.4% |
| 5Y | +49.6% | +14.5% | +35.1% | +41.7% |
| 10Y | +129.4% | +82.7% | +46.7% | +100.4% |
| All | +336.7% | +294.5% | +42.2% | +172.0% |
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