+1,082.3%
CHRW vs AGI
+4,206.7%
-3,124.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +7.3% | -10.1% | +17.4% | +7.5% |
| 30D | -3.6% | -6.5% | +3.0% | -3.5% |
| 3M | -9.6% | -12.8% | +3.2% | -9.4% |
| 6M | -17.0% | -34.3% | +17.3% | -16.5% |
| YTD | -15.4% | -25.6% | +10.2% | -15.2% |
| 1Y | -10.0% | -14.2% | +4.2% | -9.9% |
| 3Y | +82.2% | +127.3% | -45.1% | +78.7% |
| 5Y | +59.4% | +241.8% | -182.4% | +54.8% |
| 10Y | +129.7% | +381.8% | -252.1% | +120.8% |
| All | +1,082.3% | +4,206.7% | -3,124.4% | +1,126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling