+19.1%
CHRW vs CP
+20.1%
-1.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -1.4% | -2.7% | +1.3% | -0.2% |
| 30D | -3.5% | +0.2% | -3.6% | -3.7% |
| 3M | -19.4% | +2.6% | -22.0% | -20.0% |
| 6M | -21.4% | +6.0% | -27.3% | -22.9% |
| YTD | -7.1% | +24.9% | -32.1% | -13.9% |
| All | +19.1% | +20.1% | -1.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling