+88.6%
CHRW vs CAG
-40.6%
+129.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +1.9% | -5.3% | +7.2% | +3.0% |
| 30D | +0.9% | +1.0% | -0.1% | +0.6% |
| 3M | -19.9% | +17.4% | -37.2% | -22.9% |
| 6M | -15.8% | -16.8% | +1.0% | -12.6% |
| YTD | -5.6% | -6.8% | +1.2% | -4.9% |
| 1Y | +21.0% | -15.4% | +36.4% | +24.5% |
| 3Y | +86.0% | -37.1% | +123.1% | +104.3% |
| 5Y | +88.6% | -41.3% | +129.9% | +109.2% |
| All | +88.6% | -40.6% | +129.2% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling