+48.6%
CHRW vs CP
+24.4%
+24.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.4% |
| 30D | -7.3% | +10.2% | -17.5% | -10.4% |
| 3M | -14.2% | +2.4% | -16.5% | -15.0% |
| 6M | -25.1% | +7.7% | -32.8% | -26.9% |
| YTD | -21.2% | +26.0% | -47.2% | -27.2% |
| 1Y | -14.2% | +34.6% | -48.8% | -22.5% |
| 3Y | +63.5% | +26.7% | +36.8% | +46.1% |
| All | +48.6% | +24.4% | +24.2% | +35.7% |
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