+178.3%
CHRW vs CGNX
+193.6%
-15.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.4% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | +4.6% | +6.0% | -1.4% | +3.5% |
| 3M | -19.7% | +3.5% | -23.3% | -20.6% |
| 6M | -12.4% | +26.3% | -38.7% | -16.4% |
| YTD | -3.9% | +79.2% | -83.1% | -16.1% |
| 1Y | +18.4% | +43.8% | -25.4% | +6.9% |
| 3Y | +88.8% | +52.0% | +36.9% | +61.5% |
| 5Y | +93.5% | -24.0% | +117.6% | +87.9% |
| All | +178.3% | +193.6% | -15.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling