+92.0%
CHRW vs CNI
+12.6%
+79.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.7% |
| 6M | -12.4% | +16.4% | -28.8% | -17.5% |
| YTD | -3.9% | +25.8% | -29.7% | -12.5% |
| 1Y | +18.4% | +32.4% | -14.0% | +5.3% |
| 3Y | +88.8% | +19.1% | +69.8% | +71.5% |
| All | +92.0% | +12.6% | +79.3% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling