+82.2%
CHRW vs AGI
+127.5%
-45.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +7.3% | -10.1% | +17.4% | +7.4% |
| 30D | -3.6% | -6.5% | +3.0% | -3.6% |
| 3M | -9.6% | -12.8% | +3.2% | -9.6% |
| 6M | -17.0% | -34.3% | +17.3% | -17.0% |
| YTD | -15.4% | -25.6% | +10.2% | -14.6% |
| 1Y | -10.0% | -14.2% | +4.2% | -8.3% |
| 3Y | +82.2% | +127.3% | -45.1% | +82.5% |
| All | +82.2% | +127.5% | -45.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling