+128.5%
CHRW vs CP
+251.7%
-123.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -4.3% | +9.6% | -13.9% | -7.3% |
| 3M | -7.4% | +2.2% | -9.7% | -8.2% |
| 6M | -20.7% | +11.1% | -31.8% | -23.5% |
| YTD | -15.9% | +28.2% | -44.0% | -23.0% |
| 1Y | -9.9% | +32.2% | -42.0% | -18.4% |
| 3Y | +79.0% | +35.5% | +43.4% | +57.0% |
| 5Y | +61.3% | +26.8% | +34.6% | +43.7% |
| 10Y | +128.5% | +256.9% | -128.4% | +38.5% |
| All | +128.5% | +251.7% | -123.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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