+88.4%
CHRW vs AGI
+203.7%
-115.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +4.4% | -5.4% | +9.7% | +4.4% |
| 30D | +5.5% | +6.6% | -1.1% | +5.3% |
| 3M | -17.3% | +8.2% | -25.4% | -17.5% |
| 6M | -12.7% | -29.3% | +16.7% | -12.7% |
| YTD | -4.1% | -7.4% | +3.2% | -3.3% |
| 1Y | +21.2% | +7.9% | +13.3% | +23.4% |
| All | +88.4% | +203.7% | -115.3% | +84.3% |
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