+122.7%
CHRW vs CAG
-38.9%
+161.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.4% | +6.6% | -10.0% | -4.5% |
| 30D | -9.4% | +13.9% | -23.3% | -11.5% |
| 3M | -12.6% | +4.0% | -16.7% | -13.5% |
| 6M | -24.2% | +10.0% | -34.1% | -25.8% |
| YTD | -18.9% | -6.1% | -12.7% | -18.7% |
| 1Y | -13.7% | -4.3% | -9.4% | -13.8% |
| 3Y | +72.6% | -34.6% | +107.1% | +83.7% |
| 5Y | +55.6% | -39.4% | +95.0% | +67.1% |
| 10Y | +122.7% | -34.2% | +156.9% | +136.2% |
| All | +122.7% | -38.9% | +161.6% | +136.2% |
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