+3,877.1%
CHRW vs CNI
+4,546.6%
-669.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +7.3% | +2.5% | +4.8% | +6.1% |
| 30D | -3.6% | +6.1% | -9.7% | -6.0% |
| 3M | -9.6% | +0.1% | -9.7% | -9.6% |
| 6M | -17.0% | +14.9% | -31.9% | -21.8% |
| YTD | -15.4% | +30.9% | -46.3% | -25.3% |
| 1Y | -10.0% | +33.9% | -43.9% | -21.4% |
| 3Y | +82.2% | +20.2% | +62.0% | +64.5% |
| 5Y | +59.4% | +8.2% | +51.2% | +49.3% |
| 10Y | +129.7% | +142.2% | -12.4% | +44.0% |
| All | +3,877.1% | +4,546.6% | -669.5% | +693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling