+177.7%
CHRW vs AGI
+388.9%
-211.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.4% |
| 7D | +4.4% | -5.3% | +9.6% | +4.5% |
| 30D | +5.5% | +6.8% | -1.3% | +5.3% |
| 3M | -17.3% | +8.3% | -25.6% | -17.5% |
| 6M | -12.7% | -29.2% | +16.6% | -12.1% |
| YTD | -4.1% | -7.3% | +3.1% | -4.1% |
| 1Y | +21.2% | +8.0% | +13.2% | +20.8% |
| 3Y | +88.9% | +206.6% | -117.7% | +81.8% |
| 5Y | +93.1% | +398.1% | -305.1% | +83.0% |
| All | +177.7% | +388.9% | -211.3% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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