-11.1%
CHRW vs AJG
+19.3%
-30.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.2% | -0.4% |
| 7D | +4.9% | +10.7% | -5.8% | +3.5% |
| 30D | -4.8% | +26.9% | -31.7% | -8.1% |
| 3M | -13.1% | +16.6% | -29.7% | -15.4% |
| 6M | -16.3% | +40.1% | -56.5% | -20.2% |
| YTD | -15.8% | +12.4% | -28.3% | -18.7% |
| 1Y | -11.1% | +15.9% | -27.1% | -14.5% |
| All | -11.1% | +19.3% | -30.5% | -14.5% |
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