+88.4%
CHRW vs CAG
-39.3%
+127.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.8% |
| 7D | +4.4% | -5.9% | +10.2% | +5.5% |
| 30D | +5.5% | -1.5% | +7.0% | +5.6% |
| 3M | -17.3% | +11.5% | -28.7% | -19.3% |
| 6M | -12.7% | -15.7% | +3.0% | -9.7% |
| YTD | -4.1% | -10.2% | +6.1% | -2.8% |
| 1Y | +21.2% | -18.1% | +39.3% | +25.3% |
| All | +88.4% | -39.3% | +127.7% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling