+86.8%
CHRW vs CP
+32.0%
+54.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -2.7% | +1.3% | -0.5% |
| 30D | -3.5% | +0.2% | -3.6% | -3.6% |
| 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% | -14.1% |
| 1Y | +17.8% | +20.1% | -2.3% | +10.4% |
| 3Y | +78.8% | +16.4% | +62.4% | +65.3% |
| All | +86.8% | +32.0% | +54.8% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling