-9.9%
CHRW vs CP
+32.8%
-42.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.1% | -0.7% | +0.6% | +0.3% |
| 30D | -4.3% | +9.6% | -13.9% | -8.6% |
| 3M | -7.4% | +2.2% | -9.7% | -8.7% |
| 6M | -20.7% | +11.1% | -31.8% | -24.2% |
| YTD | -15.9% | +28.2% | -44.0% | -23.3% |
| 1Y | -9.9% | +32.2% | -42.0% | -19.6% |
| All | -9.9% | +32.8% | -42.7% | -19.6% |
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