+4,350.0%
CHRW vs AJG
+5,812.5%
-1,462.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.1% |
| 7D | +4.1% | -7.4% | +11.4% | +6.5% |
| 30D | +1.9% | -3.0% | +4.9% | +2.6% |
| 3M | -21.2% | +12.8% | -34.0% | -24.6% |
| 6M | -16.7% | +12.8% | -29.5% | -20.5% |
| YTD | -5.4% | -4.7% | -0.6% | -5.1% |
| 1Y | +21.2% | -17.2% | +38.4% | +26.8% |
| 3Y | +86.5% | +10.2% | +76.3% | +75.0% |
| 5Y | +93.0% | +76.9% | +16.1% | +53.4% |
| 10Y | +174.5% | +480.5% | -306.0% | +44.2% |
| All | +4,350.0% | +5,812.5% | -1,462.5% | +920.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling