+178.3%
CHRW vs AJG
+473.1%
-294.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.6% |
| 7D | +3.5% | -8.3% | +11.8% | +6.1% |
| 30D | +4.6% | -5.7% | +10.3% | +6.2% |
| 3M | -19.7% | +9.1% | -28.8% | -22.2% |
| 6M | -12.4% | +15.2% | -27.6% | -16.8% |
| YTD | -3.9% | -6.3% | +2.4% | -3.0% |
| 1Y | +18.4% | -19.1% | +37.5% | +25.1% |
| 3Y | +88.8% | +8.2% | +80.6% | +76.8% |
| 5Y | +93.5% | +75.6% | +17.9% | +49.7% |
| All | +178.3% | +473.1% | -294.8% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling