+72.6%
CHRW vs CP
+31.7%
+40.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | +2.8% | -6.2% | -4.2% |
| 30D | -9.4% | +11.0% | -20.4% | -12.2% |
| 3M | -12.6% | +3.8% | -16.5% | -13.7% |
| 6M | -24.2% | +9.5% | -33.6% | -26.0% |
| YTD | -18.9% | +28.2% | -47.1% | -23.8% |
| 1Y | -13.7% | +33.0% | -46.6% | -19.6% |
| 3Y | +72.6% | +35.5% | +37.0% | +51.3% |
| All | +72.6% | +31.7% | +40.8% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling