+1,198.2%
CHRW vs AGI
+5,459.2%
-4,261.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | -3.5% | +18.2% | -21.7% | -3.8% |
| 3M | -19.4% | -4.1% | -15.3% | -19.4% |
| 6M | -21.4% | -28.7% | +7.3% | -21.0% |
| YTD | -7.1% | -4.0% | -3.2% | -7.2% |
| 1Y | +17.8% | +17.4% | +0.4% | +17.3% |
| 3Y | +78.8% | +203.0% | -124.2% | +74.5% |
| 5Y | +83.5% | +376.7% | -293.1% | +77.4% |
| 10Y | +160.2% | +407.5% | -247.2% | +149.7% |
| All | +1,198.2% | +5,459.2% | -4,261.0% | +1,241.4% |
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