-9.9%
CHRW vs CAG
-7.3%
-2.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.9% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | -4.3% | +9.7% | -13.9% | -5.1% |
| 3M | -7.4% | +0.5% | -7.9% | -8.0% |
| 6M | -20.7% | +8.9% | -29.6% | -21.3% |
| YTD | -15.9% | -8.4% | -7.5% | -16.4% |
| 1Y | -9.9% | -8.3% | -1.6% | -11.1% |
| All | -9.9% | -7.3% | -2.5% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling