+178.3%
CHRW vs CNI
+138.2%
+40.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +4.6% | -2.7% | +7.3% | +5.7% |
| 3M | -19.7% | +3.9% | -23.6% | -20.8% |
| 6M | -12.4% | +16.4% | -28.8% | -17.8% |
| YTD | -3.9% | +25.8% | -29.7% | -13.0% |
| 1Y | +18.4% | +32.4% | -14.0% | +4.7% |
| 3Y | +88.8% | +19.1% | +69.8% | +71.9% |
| 5Y | +93.5% | +13.6% | +80.0% | +78.0% |
| All | +178.3% | +138.2% | +40.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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