+93.0%
CHRW vs AIG
+53.4%
+39.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +4.1% | -1.4% | +5.5% | +4.4% |
| 30D | +1.9% | -3.3% | +5.2% | +2.7% |
| 3M | -21.2% | +2.2% | -23.3% | -21.6% |
| 6M | -16.7% | -2.1% | -14.5% | -16.3% |
| YTD | -5.4% | -11.2% | +5.8% | -3.0% |
| 1Y | +21.2% | -2.1% | +23.3% | +21.1% |
| 3Y | +86.5% | +34.4% | +52.1% | +71.7% |
| 5Y | +93.0% | +53.7% | +39.3% | +67.4% |
| All | +93.0% | +53.4% | +39.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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