+4,266.9%
CHRW vs CNI
+4,383.2%
-116.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.4% | -2.1% | +0.7% | -0.5% |
| 30D | -3.5% | -3.3% | -0.2% | -2.1% |
| 3M | -19.4% | +3.8% | -23.2% | -20.6% |
| 6M | -21.4% | +12.7% | -34.0% | -25.5% |
| YTD | -7.1% | +26.3% | -33.4% | -16.7% |
| 1Y | +17.8% | +29.9% | -12.1% | +4.2% |
| 3Y | +78.8% | +15.9% | +62.8% | +63.8% |
| 5Y | +83.5% | +6.9% | +76.6% | +72.3% |
| 10Y | +160.2% | +126.8% | +33.5% | +67.7% |
| All | +4,266.9% | +4,383.2% | -116.3% | +785.2% |
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