+127.0%
CHRW vs CP
+261.0%
-134.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.2% |
| 7D | +0.2% | +2.8% | -2.6% | -0.8% |
| 30D | -9.4% | +11.3% | -20.7% | -12.7% |
| 3M | -13.3% | +2.9% | -16.1% | -14.2% |
| 6M | -24.2% | +9.8% | -33.9% | -26.6% |
| YTD | -18.9% | +28.5% | -47.4% | -25.8% |
| 1Y | -12.4% | +33.5% | -45.9% | -20.9% |
| 3Y | +72.2% | +31.9% | +40.3% | +52.6% |
| 5Y | +53.4% | +25.5% | +27.9% | +37.1% |
| 10Y | +127.0% | +257.6% | -130.6% | +37.5% |
| All | +127.0% | +261.0% | -134.0% | +37.5% |
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