+92.0%
CHRW vs CGNX
-25.4%
+117.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.2% |
| 7D | +3.5% | +3.2% | +0.3% | +3.1% |
| 30D | +4.6% | +6.0% | -1.4% | +3.8% |
| 3M | -19.7% | +3.5% | -23.3% | -20.2% |
| 6M | -12.4% | +26.3% | -38.7% | -15.2% |
| YTD | -3.9% | +79.2% | -83.1% | -13.4% |
| 1Y | +18.4% | +43.8% | -25.4% | +10.0% |
| 3Y | +88.8% | +52.0% | +36.9% | +62.2% |
| All | +92.0% | -25.4% | +117.4% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling