+88.4%
CHRW vs CNI
+18.7%
+69.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +4.4% | -1.1% | +5.5% | +4.8% |
| 30D | +5.5% | -3.5% | +9.0% | +6.8% |
| 3M | -17.3% | +2.2% | -19.5% | -17.5% |
| 6M | -12.7% | +15.1% | -27.7% | -16.1% |
| YTD | -4.1% | +24.7% | -28.8% | -10.5% |
| 1Y | +21.2% | +33.4% | -12.1% | +10.5% |
| All | +88.4% | +18.7% | +69.7% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling