+174.5%
CHRW vs CAG
-35.6%
+210.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +4.1% | -6.6% | +10.7% | +5.3% |
| 30D | +1.9% | +2.3% | -0.4% | +1.4% |
| 3M | -21.2% | +16.3% | -37.5% | -23.5% |
| 6M | -16.7% | -16.0% | -0.6% | -14.4% |
| YTD | -5.4% | -7.7% | +2.3% | -4.7% |
| 1Y | +21.2% | -16.0% | +37.2% | +24.0% |
| 3Y | +86.5% | -37.7% | +124.2% | +100.0% |
| 5Y | +93.0% | -41.2% | +134.3% | +108.3% |
| 10Y | +174.5% | -33.8% | +208.3% | +186.4% |
| All | +174.5% | -35.6% | +210.1% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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