-21.4%
CHRW vs CCEP
+1.4%
-22.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.5% |
| 7D | -1.4% | -3.1% | +1.7% | -1.0% |
| 30D | -3.5% | -2.6% | -0.9% | -3.2% |
| 3M | -19.4% | +14.9% | -34.3% | -25.3% |
| 6M | -21.4% | +2.3% | -23.6% | -23.9% |
| All | -21.4% | +1.4% | -22.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 6mo: compounded portfolio wealth divided by compounded CCEP 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…
6mo analysis · Full analysis span regression · 6 months rolling