+93.0%
CHRW vs AGI
+392.7%
-299.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +4.1% | +2.2% | +1.8% | +3.9% |
| 30D | +1.9% | +11.3% | -9.4% | +1.2% |
| 3M | -21.2% | +5.6% | -26.8% | -21.6% |
| 6M | -16.7% | -27.7% | +11.0% | -15.6% |
| YTD | -5.4% | -4.1% | -1.3% | -5.4% |
| 1Y | +21.2% | +13.8% | +7.4% | +20.1% |
| 3Y | +86.5% | +217.0% | -130.6% | +65.1% |
| 5Y | +93.0% | +404.3% | -311.3% | +58.1% |
| All | +93.0% | +392.7% | -299.6% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling