+4,408.3%
CHRW vs CGNX
+809.0%
+3,599.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +4.4% | +1.5% | +2.9% | +4.0% |
| 30D | +5.5% | -1.8% | +7.3% | +5.7% |
| 3M | -17.3% | +5.3% | -22.5% | -18.8% |
| 6M | -12.7% | +22.3% | -35.0% | -17.3% |
| YTD | -4.1% | +72.2% | -76.3% | -18.3% |
| 1Y | +21.2% | +39.8% | -18.6% | +6.9% |
| 3Y | +88.9% | +44.8% | +44.1% | +60.1% |
| 5Y | +93.1% | -27.0% | +120.1% | +86.1% |
| 10Y | +178.1% | +177.7% | +0.4% | +84.1% |
| All | +4,408.3% | +809.0% | +3,599.2% | +1,403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling