+128.5%
CHRW vs CAG
-35.6%
+164.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.1% |
| 7D | -0.1% | -1.8% | +1.7% | +0.2% |
| 30D | -4.3% | +9.7% | -13.9% | -6.0% |
| 3M | -7.4% | +0.5% | -7.9% | -7.8% |
| 6M | -20.7% | +8.9% | -29.6% | -22.4% |
| YTD | -15.9% | -8.4% | -7.5% | -15.3% |
| 1Y | -9.9% | -8.3% | -1.6% | -9.4% |
| 3Y | +79.0% | -36.1% | +115.1% | +91.3% |
| 5Y | +61.3% | -40.1% | +101.5% | +73.7% |
| 10Y | +128.5% | -36.9% | +165.4% | +144.3% |
| All | +128.5% | -35.6% | +164.1% | +144.3% |
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