+17.8%
CHRW vs AJG
-12.9%
+30.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -1.4% | -1.8% | +0.4% | -1.1% |
| 30D | -3.5% | +4.6% | -8.1% | -4.3% |
| 3M | -19.4% | +24.9% | -44.3% | -21.9% |
| 6M | -21.4% | +17.2% | -38.6% | -22.9% |
| YTD | -7.1% | +2.2% | -9.3% | -7.5% |
| 1Y | +17.8% | -11.5% | +29.3% | +23.7% |
| All | +17.8% | -12.9% | +30.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling