+3,715.3%
CHRW vs CAG
+70.1%
+3,645.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +0.2% | +4.6% | -4.4% | -0.9% |
| 30D | -9.4% | +14.7% | -24.0% | -12.3% |
| 3M | -13.3% | +2.4% | -15.6% | -14.0% |
| 6M | -24.2% | +10.7% | -34.9% | -26.5% |
| YTD | -18.9% | -5.5% | -13.3% | -18.8% |
| 1Y | -12.4% | -4.6% | -7.8% | -12.5% |
| 3Y | +72.2% | -34.4% | +106.7% | +86.0% |
| 5Y | +53.4% | -39.2% | +92.5% | +67.2% |
| 10Y | +127.0% | -39.0% | +165.9% | +136.8% |
| All | +3,715.3% | +70.1% | +3,645.2% | +2,816.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling